scholarly journals How to solve Fokker-Planck equation treating mixed eigenvalue spectrum?

2013 ◽  
Vol 16 (1) ◽  
pp. 13002 ◽  
Author(s):  
Brics ◽  
Kaupuzs ◽  
Mahnke



1989 ◽  
Vol 9 (1) ◽  
pp. 109-120
Author(s):  
G. Liao ◽  
A.F. Lawrence ◽  
A.T. Abawi


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




2020 ◽  
Vol 23 (2) ◽  
pp. 450-483 ◽  
Author(s):  
Giacomo Ascione ◽  
Yuliya Mishura ◽  
Enrica Pirozzi

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.



2019 ◽  
Vol 52 (8) ◽  
pp. 085002 ◽  
Author(s):  
R J Martin ◽  
R V Craster ◽  
A Pannier ◽  
M J Kearney




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