Smooth solution of a nonlocal Fokker-Planck equation associated with stochastic systems with Lévy noise
DOI10.1016/J.AML.2016.02.023zbMATH Open1342.35398OpenAlexW2302635414WikidataQ59891283 ScholiaQ59891283MaRDI QIDQ274266FDOQ274266
Authors: Jinqiao Duan, Ming Wang 
Publication date: 22 April 2016
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2016.02.023
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fractional Laplacian operatornonlocal Fokker-Planck equationstochastic dynamical systemsnon-Gaussian Lévy noise
Fractional derivatives and integrals (26A33) Fokker-Planck equations (35Q84) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Cites Work
- A non-local regularization of first order Hamilton-Jacobi equations
- Title not available (Why is that?)
- Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
- On Harnack inequality for \(\alpha\)-stable Ornstein-Uhlenbeck processes
- An introduction to stochastic dynamics
- On the differentiability of the solution to an equation with drift and fractional diffusion
- Well-posedness for the fractional Fokker-Planck equations
Cited In (8)
- Existence and uniqueness of solutions for forward and backward nonlocal Fokker-Planck equations with time-dependent coefficients
- Gevrey semigroup generated by \(- (\Lambda^\alpha + b \cdot \nabla)\) in \(L^p(\mathbb{R}^n)\)
- Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
- Local and global solution for a nonlocal Fokker-Planck equation related to the adaptive biasing force process
- A nonlocal Fokker-Planck equation for non-Gaussian stochastic dynamical systems
- Dynamical behavior of a nonlocal Fokker-Planck equation for a stochastic system with tempered stable noise
- Existence and regularity of a linear nonlocal Fokker-Planck equation with growing drift
- Fundamental solution of kinetic Fokker-Planck operator with anisotropic nonlocal dissipativity
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