| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1707640 | Applied Mathematics Letters | 2015 | 6 Pages |
Abstract
This work is devoted to the study of a nonlocal Fokker–Planck equation for a class of stochastic differential equations with αα-stable Lévy motion (0<α<20<α<2). The existence and uniqueness of the weak solution is proved under suitable conditions, by a vanishing viscosity method.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Jinchun He, Jinqiao Duan, Hongjun Gao,