Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions (Q671079)
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English | Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions |
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Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions (English)
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20 March 2019
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non-Gaussian noise
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\(\alpha\)-stable symmetric Lévy motion
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fractional Laplacian operator
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Fokker-Planck equation
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maximum principle
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Toeplitz matrix
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