Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions (Q671079)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions |
scientific article |
Statements
Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions (English)
0 references
20 March 2019
0 references
non-Gaussian noise
0 references
\(\alpha\)-stable symmetric Lévy motion
0 references
fractional Laplacian operator
0 references
Fokker-Planck equation
0 references
maximum principle
0 references
Toeplitz matrix
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
