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19962026
most citedFractional Fokker--Planck Equation for Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises

182 citations · 1.5k across the 227 of their papers we have counts for

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math.DS2014★ 1 cited

Derivation of Fokker-Planck equations for stochastic dynamical systems under excitation of multiplicative non-Gaussian white noise

Xu Sun, Jinqiao Duan, Xiaofan Li +3

Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and play an important role in quantifying propagation and evolution of unce…