Yanovsky, V.V.; Chechkin, A.V.; Schertzer, D.; Tur, A.V. - In: Physica A: Statistical Mechanics and its Applications 282 (2000) 1, pp. 13-34
We demonstrate that the Fokker–Planck equation can be generalized into a ‘fractional Fokker–Planck’ equation, i.e., an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions due to a Lévy stable stochastic forcing. A...