A regularity result for the nonlocal Fokker-Planck equation with Ornstein-Uhlenbeck drift

2015/04/17 by Xiaoxia Xie, Xie, Xiaoxia, Jinqiao Duan +5 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #35B65 #Dynamical Systems (math.DS) #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Gas Dynamics and Kinetic Theory #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1504.04631

openalex publication_date 2015/04/17 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

Abstract

Despite there are numerous theoretical studies of stochastic differential equations with a symmetric α-stable Lévy noise, very few regularity results exist in the case of 00 when α∈ (0, 2].

Citations

• Some theorems on stable processes
• Fractional diffusion and Lévy stable processes
• Ornstein–Uhlenbeck–Cauchy process

Cited by

• BMO estimates for stochastic singular integral operators and its application to PDEs with Lévy noise

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