Fundamental Solution of Kinetic Fokker--Planck Operator with Anisotropic Nonlocal Dissipativity

DOI10.1137/130926493zbMath1307.60089arXiv1301.0147OpenAlexW2031972564MaRDI QIDQ2878998

Xicheng Zhang

Publication date: 5 September 2014

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.0147

zbMATH Keywords

stochastic differential equationMalliavin calculuskinetic Fokker-Planck operatoranisotropic Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic calculus of variations and the Malliavin calculus (60H07) Fokker-Planck equations (35Q84)

Related Items (5)

Strong Feller properties for degenerate SDEs with jumps ⋮ \(L^p\)-maximal hypoelliptic regularity of nonlocal kinetic Fokker-Planck operators ⋮ Fundamental solutions of nonlocal Hörmander's operators ⋮ Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises ⋮ Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions

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