Fokker–Planck equations for stochastic dynamical systems with symmetric Lévy motions

Title
Fokker–Planck equations for stochastic dynamical systems with symmetric Lévy motions
Authors
Keywords
Non-Gaussian noise, α, -stable symmetric Lévy motion, Fractional Laplacian operator, Fokker–Planck equation, Maximum principle, Toeplitz matrix
Journal
APPLIED MATHEMATICS AND COMPUTATION
Volume 278, Issue -, Pages 1-20
Publisher
Elsevier BV
Online
2016-02-05
DOI
10.1016/j.amc.2016.01.010

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