A regularity result for the nonlocal Fokker-Planck equation with Ornstein-Uhlenbeck drift

MaRDI QIDQ6260985zbMATH OpenFDO

Authors Xiaoxia Xie, Jinqiao Duan, Xiaofan Li, Guangying Lv

Publication date 17 April 2015

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65)

Abstract: Despite there are numerous theoretical studies of stochastic differential equations with a symmetric $alpha$-stable L'evy noise, very few regularity results exist in the case of $0<alphaleq1$. In this paper, we study the fractional Fokker-Planck equation with Ornstein-Uhlenbeck drift, and prove that there exists a unique solution, which is $C^{i}nfty$ in space for $t>0$ when $alphain(0,2]$.

This page was built for publication: A regularity result for the nonlocal Fokker-Planck equation with Ornstein-Uhlenbeck drift

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6260985)