1999•Unpublished venueRequires access

04 Fractional Fokker–Planck Equation for Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises

Daniel Schertzer, M. Larchevêque, Jinqiao Duan, Vladimir Yanovsky, S. Lovejoy

Abstract

Schertzer, D.; Larchevêque, M.; Duan, J.; Yanovsky, V.V.; Lovejoy, S.. (1999). Fractional Fokker-Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Levy stable noises. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/3387.

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Key concepts: Fokker–Planck equation, Stochastic differential equation, Fractional Brownian motion, Gaussian, Langevin equation, Mathematics, Nonlinear system, Brownian motion