Title of article :
Stochastic stability of fractional Fokker–Planck equation
Author/Authors :
Zhang، نويسنده , , Yutian and Chen، نويسنده , , Feng، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Abstract :
We present an Itô–Doeblin type formula for fractional Fokker–Planck equation. Using this formula, we study stochastic stability of the fractional Fokker–Planck equation. A concrete example is given to illustrate our stochastic stability result.
Keywords :
? -stable subordinator , Lyapunov Stability , Anomalous diffusion equation , Itô–Doeblin type formula
Journal title :
Physica A Statistical Mechanics and its Applications
Journal title :
Physica A Statistical Mechanics and its Applications
