Operator solutions for fractional Fokker-Planck equations
نویسندگان
چکیده
منابع مشابه
Probabilistic representation for solutions to nonlinear Fokker–Planck equations
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker–Planck equation in Rd with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear stochastic differential equation. The case of a nonlinear Fokker–Planck equation with linear space dependent drift is also studied.
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We consider the fractional generalizations of equation that defines the medium mass. We prove that the fractional integrals can be used to describe the media with noninteger mass dimensions. Using fractional integrals, we derive the fractional generalization of the Chapman-Kolmogorov equation (Smolukhovski equation). In this paper fractional Fokker-Planck equation for fractal media is derived f...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2012
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.85.031138