scholarly journals Wasserstein gradient flow formulation of the time-fractional Fokker–Planck equation

2020 ◽  
Vol 18 (7) ◽  
pp. 1949-1975
Author(s):  
Manh Hong Duong ◽  
Bangti Jin
Keyword(s):  
Gradient Flow ◽  
Planck Equation ◽  
Fokker Planck Equation ◽  
Fokker Planck

scholarly journals Gradient flow formulation and longtime behaviour of a constrained Fokker–Planck equation

2017 ◽  
Vol 158 ◽  
pp. 142-167 ◽  
Author(s):  
Simon Eberle ◽  
Barbara Niethammer ◽  
André Schlichting
Keyword(s):  
Gradient Flow ◽  
Planck Equation ◽  
Fokker Planck Equation ◽  
Longtime Behaviour ◽  
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

The Fokker-Planck equation

1998 ◽  
Vol 168 (4) ◽  
pp. 475 ◽  
Author(s):  
A.I. Olemskoi
Keyword(s):  
Planck Equation ◽  
Fokker Planck Equation ◽  
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.

Sign in / Sign up

Export Citation Format

Share Document