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Existence and Uniqueness of a Fractional Fokker-Planck Equation

Published 5 Jun 2020 in math.AP and math.PR | (2006.03053v1)

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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Authors (1)

  1. Li Lin 

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