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arXiv 2109.02493math.PRmath.DS
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Kantorovich-Rubinstein Distance and Approximation for Non-local Fokker-Planck Equations

Ao Zhang, Jinqiao Duan

英文摘要:

This work is devoted to studying complex dynamical systems under non-Gaussian fluctuations. We first estimate the Kantorovich-Rubinstein distance for solutions of non-local Fokker-Planck equations associated with stochastic differential equations with non-Gaussian Levy noise. This is then applied to establish weak convergence of the corresponding probability distributions. Furthermore, this leads to smooth approximation for non-local Fokker-Planck equations, as illustrated in an example.

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