Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain
From MaRDI portal
Publication:1677979
DOI10.1515/fca-2017-0067zbMath1374.60109arXiv1610.08100OpenAlexW2767885935MaRDI QIDQ1677979
Publication date: 14 November 2017
Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.08100
Lévy processfractional Fokker-Planck equationLévy subordinatorWaldenfels operatorSDE driven by time-changed processWentcel boundary condition
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial-boundary value problems for second-order parabolic equations (35K20)
Related Items
Boundary conditions for fractional diffusion, The Method of Chernoff Approximation, Reprint of: boundary conditions for fractional diffusion, Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Space-time fractional diffusion on bounded domains
- Operators associated with a stochastic differential equation driven by fractional Brownian motions
- Stochastic analysis of the fractional Brownian motion
- Solution for a fractional diffusion-wave equation defined in a bounded domain
- Stochastic processes in cell biology
- Fractional Cauchy problems on bounded domains
- Introduction to fractional and pseudo-differential equations with singular symbols
- SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations
- Distributed order calculus and equations of ultraslow diffusion
- Cauchy and nonlocal multi-point problems for distributed order pseudo-differential equations. I
- Stochastic model for ultraslow diffusion
- An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
- Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations
- Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion
- Natural and Modified Forms of Distributed-Order Fractional Diffusion Equations
- A data-driven alternative to the fractional Fokker–Planck equation
- The Malliavin Calculus and Related Topics
- On the existence of Feller semigroups with boundary conditions
- N.N. Bogolyubov and statistical mechanics
- Semigroups, Boundary Value Problems and Markov Processes
- Spectral Methods in Chemistry and Physics
- Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series
- The general time fractional wave equation for a vibrating string
- Pseudo‐differential operators
- Fractional Fokker--Planck Equation with Space Dependent Drift and Diffusion: the Case of Tempered $\alpha $-stable Waiting-times
- Stochastic Calculus for Fractional Brownian Motion and Applications
- An algebra of pseudo‐differential operators
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Handbook of stochastic methods for physics, chemistry and natural sciences.
