scholarly journals L1 semigroup generation for Fokker-Planck operators associated to general Lévy driven SDEs

2018 ◽  
Vol 38 (11) ◽  
pp. 5735-5763
Author(s):  
Linghua Chen ◽  
◽  
Espen R. Jakobsen
Keyword(s):  
Semigroup Generation ◽  
Fokker Planck

AN APPLICATION OF FOKKER–PLANCK EQUATION TO JOSEPHSON JUNCTION

1989 ◽  
Vol 9 (1) ◽  
pp. 109-120
Author(s):  
G. Liao ◽  
A.F. Lawrence ◽  
A.T. Abawi
Keyword(s):  
Josephson Junction ◽  
Planck Equation ◽  
Fokker Planck Equation ◽  
Fokker Planck

Convergence to stationary measures in nonlinear Fokker—Planck—Kolmogorov equations

2018 ◽  
Vol 482 (4) ◽  
pp. 369-374
Author(s):  
V. Bogachev ◽  
◽  
M. Roeckner ◽  
S. Shaposhnikov ◽  
◽  
...  
Keyword(s):  
Kolmogorov Equations ◽  
Stationary Measures ◽  
Fokker Planck

scholarly journals Time-changed fractional Ornstein-Uhlenbeck process

2020 ◽  
Vol 23 (2) ◽  
pp. 450-483 ◽  
Author(s):  
Giacomo Ascione ◽  
Yuliya Mishura ◽  
Enrica Pirozzi
Keyword(s):  
Planck Equation ◽  
Uhlenbeck Process ◽  
Fokker Planck Equation ◽  
Ornstein Uhlenbeck Process ◽  
Fokker Planck

AbstractWe define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the density is shown. We also provide a generalized Fokker-Planck equation for the density of the process.

Comparison of Fokker-Planck and Bhatnagar-Gross-Krook Equations

1964 ◽  
Vol 136 (5A) ◽  
pp. A1181-A1186 ◽  
Author(s):  
Mahesh S. Grewal
Keyword(s):  
Fokker Planck
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