Kantorovich-Rubinstein Distance and Approximation for Non-local Fokker-Planck Equations
Probability
2021-11-24 v1 Dynamical Systems
Abstract
This work is devoted to studying complex dynamical systems under non-Gaussian fluctuations. We first estimate the Kantorovich-Rubinstein distance for solutions of non-local Fokker-Planck equations associated with stochastic differential equations with non-Gaussian Levy noise. This is then applied to establish weak convergence of the corresponding probability distributions. Furthermore, this leads to smooth approximation for non-local Fokker-Planck equations, as illustrated in an example.
Keywords
Cite
@article{arxiv.2109.02493,
title = {Kantorovich-Rubinstein Distance and Approximation for Non-local Fokker-Planck Equations},
author = {Ao Zhang and Jinqiao Duan},
journal= {arXiv preprint arXiv:2109.02493},
year = {2021}
}