Fokker–Planck equation with fractional coordinate derivatives
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DOI: 10.1016/j.physa.2008.08.033
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References listed on IDEAS
- Yanovsky, V.V. & Chechkin, A.V. & Schertzer, D. & Tur, A.V., 2000. "Lévy anomalous diffusion and fractional Fokker–Planck equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 282(1), pages 13-34.
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Cited by:
- Habibi, Noora & Lashkarian, Elham & Dastranj, Elham & Hejazi, S. Reza, 2019. "Lie symmetry analysis, conservation laws and numerical approximations of time-fractional Fokker–Planck equations for special stochastic process in foreign exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 750-766.
- Pavlos, G.P. & Karakatsanis, L.P. & Iliopoulos, A.C. & Pavlos, E.G. & Xenakis, M.N. & Clark, Peter & Duke, Jamie & Monos, D.S., 2015. "Measuring complexity, nonextensivity and chaos in the DNA sequence of the Major Histocompatibility Complex," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 188-209.
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Keywords
Fractional kinetics; Fractional derivatives; Long-range interaction; Fokker–Planck equation; Kolmogorov–Feller equation;All these keywords.
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