Stochastic stability of fractional Fokker-Planck equation

DOI10.1016/J.PHYSA.2014.05.012MaRDI QIDQ1782956zbMATH OpenOpenAlexFDO

Authors Yu-Tian Zhang, Feng Chen

Publication date 20 September 2018

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2014.05.012

zbMATH Keywords

Lyapunov stability\(\alpha\)-stable subordinatoranomalous diffusion equationItô-Doeblin-type formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fokker-Planck equations (35Q84) Fractional partial differential equations (35R11) Stable stochastic processes (60G52) Stochastic stability in control theory (93E15)

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• Fractional Fokker-Planck equation with space and time dependent drift and diffusion
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• Lévy-driven Langevin systems: targeted stochasticity
• Path properties of subdiffusion --- a martingale approach
• Stability of regime-switching stochastic differential equations
• Stochastic differential equations. An introduction with applications.
• Stochastic representation of subdiffusion processes with time-dependent drift
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

Cited in

(8)

• Robustness in the instability of the incoherent state for the Kuramoto-Sakaguchi-Fokker-Planck equation with frustration
• Construction of the stability indicator of wireless D2D connection in a case of fractal random walk of devices
• Uniform stability for a spatially discrete, subdiffusive Fokker-Planck equation
• Asymptotic Stability of Fractional Langevin Systems
• scientific article; zbMATH DE number 1330231 (Why is no real title available?)
• Maximum principle for controlled fractional Fokker-Planck equations
• Broken detailed balance and non-equilibrium dynamics in noisy social learning models
• scientific article; zbMATH DE number 6609437 (Why is no real title available?)

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