کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4613956 1339276 2016 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stochastic solution of fractional Fokker–Planck equations with space–time-dependent coefficients
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Stochastic solution of fractional Fokker–Planck equations with space–time-dependent coefficients
چکیده انگلیسی

This paper develops solutions of fractional Fokker–Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian Lévy processes, with space–time-dependent drift, diffusion and jump coefficients, thus significantly extends Magdziarz and Zorawik's result in [14]. Fractional Fokker–Planck equation describing subdiffusion is solved by our result in full generality from perspective of stochastic representation.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 442, Issue 1, 1 October 2016, Pages 103–116
نویسندگان
, ,