Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative $\alpha$-stable noises

Yanjie Zhang, Xiao Wang, Qiao Huang +2

The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric $\alpha$-stable noises may not adequately describe the time evolution for the probability densitie…