Derivation of kinetic equations from non-Wiener stochastic differential equations

16th International Youth Scientific School 'Actual Problems of Magnetic Resonance and its Applications'

Basharov, A.M.^1,2

Moscow Institute of Physics and Technology, 141700 Dolgoprudny, Russia^1

National Research Centre Kurchatov Institute, 123182 Moscow, Russia^2

关键词: Alpha stable;    Differential-difference equations;    Fractional derivatives;    Kinetic equations;    Poisson process;    Stochastic differential equations;   

Others  :  https://iopscience.iop.org/article/10.1088/1742-6596/478/1/012011/pdf
DOI  :  10.1088/1742-6596/478/1/012011

来源: IOP

【 摘 要 】

Kinetic differential-difference equations containing terms with fractional derivatives and describing α -stable Levy processes with 0