具有时空依赖系数的分数阶Fokker-Planck方程的随机解
概率论
2016-11-29 v1 数学物理
math.MP
摘要
本文发展了分数阶Fokker-Planck方程的求解，该方程描述由非高斯Lévy过程驱动的随机动力系统的概率密度的亚扩散，具有时空依赖的漂移、扩散和跳跃系数，从而显著推广了Magdziarz和Zorawik在“M. Magdziarz and T. Zorawik, Stochastic representation of fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients. Proc. Amer. Math. Soc., Accepted (2015).”中的结果。我们所得到的描述亚扩散的分数阶Fokker-Planck方程从随机表示的视角出发得到了完全一般性的求解。
引用
@article{arxiv.1510.02113,
title = {Stochastic Solution of Fractional Fokker-Planck Equations with Space-Time-Dependent Coefficients},
author = {Erkan Nane and Yinan NI},
journal= {arXiv preprint arXiv:1510.02113},
year = {2016}
}
备注
15 pages. Submitted for Publication