Smooth solution of a nonlocal Fokker-Planck equation associated with stochastic systems with Lévy noise

DOI10.1016/J.AML.2016.02.023MaRDI QIDQ274266zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

fractional Laplacian operatornonlocal Fokker-Planck equationstochastic dynamical systemsnon-Gaussian Lévy noise

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 447275 (Why is no real title available?)
• A non-local regularization of first order Hamilton-Jacobi equations
• An introduction to stochastic dynamics
• Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
• On Harnack inequality for \(\alpha\)-stable Ornstein-Uhlenbeck processes
• 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
• Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
• Gevrey semigroup generated by \(- (\Lambda^\alpha + b \cdot \nabla)\) in \(L^p(\mathbb{R}^n)\)
• 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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