The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process
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In this paper, we study some properties of the generalized Fokker–Planck equation induced by the time-changed fractional Ornstein–Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such equation is actually a classical solution. Then, we discuss an isolation result for mild solutions. Finally, we prove the weak maximum principle for strong solutions of the aforementioned equation and then a uniqueness result.
2020 ◽
Vol 23
(2)
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pp. 450-483
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2014 ◽
pp. 95-101
2006 ◽
Vol 123
(3)
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pp. 525-546
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2014 ◽
Vol 47
(49)
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pp. 495203
1998 ◽
Vol 168
(4)
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pp. 475
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