Stochastic stability of fractional Fokker-Planck equation

DOI10.1016/J.PHYSA.2014.05.012zbMATH Open1395.60067OpenAlexW2058710804MaRDI QIDQ1782956FDOQ1782956

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

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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)

Cites Work

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

Cited In (8)

• Uniform stability for a spatially discrete, subdiffusive Fokker-Planck equation
• Asymptotic Stability of Fractional Langevin Systems
• Title not available (Why is that?)
• Maximum principle for controlled fractional Fokker-Planck equations
• Broken detailed balance and non-equilibrium dynamics in noisy social learning models
• Title not available (Why is that?)
• 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

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