Fractional Fokker-Planck-Kolmogorov equations associated with SDES on a bounded domain
نویسندگان
چکیده
منابع مشابه
Fokker-Planck equation in bounded domain
We study the existence and the uniqueness of a solution φ to the linear Fokker-Planck equation −∆φ+ div(φF) = f in a bounded domain of R when F is a “confinement” vector field acting for instance like the inverse of the distance to the boundary. An illustration of the obtained results is given within the framework of fluid mechanics and polymer flows. Equation de Fokker-Planck dans un domaine b...
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ژورنال
عنوان ژورنال: Fractional Calculus and Applied Analysis
سال: 2017
ISSN: 1314-2224,1311-0454
DOI: 10.1515/fca-2017-0067