A class of integro-differential Fokker–Planck equations with space-dependent coefficients. (24th September 2021) - Sau Fa, Kwok
Abstract: A class of integro-differential Fokker–Planck equations with different kernels and generic space-dependent coefficients is investigated. Two exact solutions are obtained: one of the exact solutions for space-dependent coefficients is obtained in Laplace space, whereas the second one with different space-dependent coefficients is obtained in terms of the Hermite polynomials. The probability distribution function and n -moment are analyzed for a power-law coefficient and different kernels.