Fundamental solution of fractional Kolmogorov–Fokker–Planck equation

Examples and Counterexamples

Houzhang Fang¹  Cong He²  Jingchun Chen³  Huan He⁴ 

[1] Corresponding author.;Department of Mathematical Sciences, University of Wisconsin-Milwaukee, Milwaukee, WI 53201, USA;Department of Mathematics and Statistics, The University of Toledo, Toledo, OH 43606, USA;School of Computer Science and Technology, Xidian University, Xi’an 710071, China;

关键词: Fractional Kolmogorov–Fokker–Planck;    Fundamental solution;    Fourier transform;    Positive definite matrix;   

DOI  :  

来源: DOAJ

【 摘 要 】

In this paper, we construct an explicit fundamental solution for the fractional Kolmogorov–Fokker–Planck equation. To achieve this goal, the Fourier transform is applied, and the method of characteristics and the properties of positive definite matrix are also exploited.

【 授权许可】

Unknown