Stochastic differential equations with Levy motion arise the mathematical models for various phenomenon in geophysical and biochemical sciences. The Fokker Planck equation for such a stochastic differential equations is a nonlocal partial differential equations. We prove the existence and uniqueness of the weak solution for this equation.
Forward-backward systems of stochastic differential equations generated by Bernstein diffusions
Fractional Fokker-Planck equation
Fractional Fokker-Planck Equation with General Confinement Force
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