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arXiv · 2006.03053

Existence and Uniqueness of a Fractional Fokker-Planck Equation

Li Lin
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Abstract

Stochastic differential equations with Levy motion arise the mathematical models for various phenomenon in geophysical and biochemical sciences. The Fokker Planck equation for such a stochastic differential equations is a nonlocal partial differential equations. We prove the existence and uniqueness of the weak solution for this equation.

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Li Lin. 2020-06-05. Existence and Uniqueness of a Fractional Fokker-Planck Equation. https://arxiv.org/abs/2006.03053

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