论文标题

分数Fokker-Planck方程的存在和独特性

Existence and Uniqueness of a Fractional Fokker-Planck Equation

论文作者

Lin, Li

论文摘要

带有征税运动的随机微分方程是地球物理和生化科学中各种现象的数学模型。这种随机微分方程的Fokker Planck方程是非局部偏微分方程。我们证明了该方程的弱解决方案的存在和唯一性。

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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