论文标题
时间变化的分数Ornstein-Uhlenbeck过程的Fokker-Planck方程
The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck process
论文作者
论文摘要
在本文中，我们研究了由时间变化的分数Ornstein-Uhlenbeck过程引起的广义fokker-Planck方程的一些特性。首先，我们利用一些足够的条件来表明这种方程的温和解决方案实际上是经典的解决方案。然后，我们讨论温和溶液的隔离结果。最后，我们证明了上述方程的强溶液的最大原理，然后是唯一性结果。
In this paper we study some properties of the generalized Fokker-Planck equation induced by the time-changed fractional Ornstein-Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such equation is actually a classical solution. Then we discuss an isolation result for mild solutions. Finally, we prove the weak maximum principle for strong solutions of the aforementioned equation and then a uniqueness result.
