Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises (Q2774654)

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Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises
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    Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises (English)
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    26 February 2002
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    non-Gaussian anomalous diffusion
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    fractional Fokker-Planck equation
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    nonlinear Langevin-type equation
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    Lévy stable noise
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    Markovian forcing
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