Spectral properties of fractional Fokker-Plank operator for the Lévy flight in a harmonic potential

Ralf Toenjes, Igor M. Sokolov, Eugene B. Postnikov

We present a detailed analysis of the eigenfunctions of the Fokker-Planck operator for the Lévy-Ornstein-Uhlenbeck process, their asymptotic behavior and recurrence relations, expl…