FUNDAMENTAL SOLUTION OF KINETIC FOKKER-PLANCK OPERATOR WITH ANISOTROPIC NONLOCAL DISSIPATIVITY

被引:6
|
作者
Zhang, Xicheng [1 ]
机构
[1] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China
关键词
kinetic Fokker-Planck operator; anisotropic Levy process; Malliavin calculus; MALLIAVIN CALCULUS; SMOOTH DENSITIES; EQUATIONS; DRIVEN; JUMPS; SDES;
D O I
10.1137/130926493
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
By using the probability approach (the Malliavin calculus), we prove the existence of smooth fundamental solutions for degenerate kinetic Fokker-Planck equation with anisotropic nonlocal dissipativity, where the dissipative term is the generator of an anisotropic Levy process, and the drift term is allowed to be cubic growth.
引用
收藏
页码:2254 / 2280
页数:27
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