Fractional Fokker-Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises

Journal of Mathematical Physics

Volumn 42, Issue 1, 2001, Pages 200-212

  Schertzer, D ^a   Larcheveque M ^a   Duan, J ^b   Yanovsky, V V ^c   Lovejoy, S ^d  

^a SORBONNE UNIVERSITÉ   (France)

^b Illinois Institute of Technology   (United States)

^c INSTITUTE FOR SINGLE CRYSTALS   (Ukraine)

^d MCGILL UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035581355     PISSN: 00222488     EISSN: None     Source Type: Journal    
DOI: 10.1063/1.1318734     Document Type: Article

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