A nonlocal Fokker-Planck equation for non-Gaussian stochastic dynamical systems

作者：He, Jinchun; Duan, Jinqiao; Gao, Hongjun^*

来源：Applied Mathematics Letters, 2015, 49: 1-6.

DOI：10.1016/j.aml.2015.03.013

• Nonlocal operator
• Levy processes
• Nonlocal Laplacian operator
• Fokker-Planck equation

This work is devoted to the study of a nonlocal FokkerPlanck equation for a class of stochastic differential equations with alpha-stable Levy motion (0 < alpha < 2). The existence and uniqueness of the weak solution is proved under suitable conditions, by a vanishing viscosity method.

• 出版日期2015-11
• 单位南京师范大学; 吉林大学; 华中科技大学