Asymptotic behavior of a fractional Fokker–Planck-type equation

It is proved that the asymptotic shape of the solution for a wide class of fractional Fokker–Planck-type equations with coefficients depending on coordinate and time is a stretched Gaussian for the initial condition being pulse function in the homogeneous and heterogeneous fractal structures, whose mean square displacement behaves like 〈(Δx)2(t)〉∼tγ and 〈(Δx)2(t)〉∼x-θtγ(0<γ<1,-∞<θ<+∞), respectively.

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Year of publication:	2007
Authors:	Ren, Fu-Yao ; Liang, Jin-Rong ; Qiu, Wei-Yuan ; Xiao, Jian-Bin
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 373.2007, C, p. 165-173
Publisher:	Elsevier
Subject:	Fractional Fokker–Planck equations \| Stretched Gaussian \| Asymptotic behavior

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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