Elsevier

Applied Mathematics Letters

Volume 58, August 2016, Pages 172-177
Applied Mathematics Letters

Smooth solution of a nonlocal Fokker–Planck equation associated with stochastic systems with Lévy noise

https://doi.org/10.1016/j.aml.2016.02.023Get rights and content
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Abstract

It is shown that the solution of a nonlocal Fokker–Planck equation is smooth with respect to both time and space variable whenever the divergence of the smooth drift has a lower bound.

Keywords

Fractional Laplacian operator
Non-Gaussian Lévy noise
Nonlocal Fokker–Planck equation
Stochastic dynamical systems

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