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
Pages
8
From page
35
To page
42
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
Serial Year
2014
Journal title
Physica A Statistical Mechanics and its Applications
Record number
1738587
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