New results on Fokker-Planck equations of fractional order.
From MaRDI portal
Publication:5950563
DOI10.1016/S0960-0779(00)00152-1zbMath1046.82515MaRDI QIDQ5950563
Publication date: 2 January 2002
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
fractional derivative in Liouville-Riemann sensefractional Fokker-Planck equationsKramers-Moyal equationnegative densities
Related Items
Stretched Gaussian asymptotic behavior for fractional Fokker-Planck equation on fractal structure in external force fields ⋮ Fractional diffusion equations involving external forces in the higher dimensional case ⋮ Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions ⋮ Cauchy's integral formula via the modified Riemann-Liouville derivative for analytic functions of fractional order ⋮ Fractional Fokker-Planck equation on heterogeneous fractal structures in external force fields and its solutions ⋮ Path probability of random fractional systems defined by white noises in coarse-grained time. Application of fractional entropy ⋮ Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations ⋮ Stretched Gaussian asymptotic behavior for fractional Giona-Roman equation on biased heterogeneous fractal structure in external force fields ⋮ Formal calculus for real‐valued fractional Brownian motions prospects in systems science ⋮ \(N\)-dimensional fractional Fokker-Planck equation and its solutions for anomalous radial two-phase flow in porous media ⋮ An anomalous diffusion model in an external force fields on fractals ⋮ Laplace's transform of fractional order via the Mittag-Leffler function and modified Riemann-Liouville derivative ⋮ Merton's model of optimal portfolio in a Black-Scholes market driven by a fractional Brownian motion with short-range dependence
Cites Work
- Unnamed Item
- Unnamed Item
- The Fokker-Planck equation. Methods of solution and applications
- Fractional integral representation of master equation
- A signed measure on path space related to Wiener measure
- Fractional Brownian motion with complex variance via random walk in the complex plane and applications
- Maximum entropy, information without probability and complex fractals. Classical and quantum approach
- Generalization of the diffusion equation by using the maximum entropy principle
- A Fokker–Planck equation of fractional order with respect to time
- Leibniz Rule for Fractional Derivatives Generalized and an Application to Infinite Series
- Fractional Fokker-Planck equation
