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Fractional Kinetic Equations
V. N. Kolokoltsovab, M. S. Troevac a Saint Petersburg State University
b National Research University "Higher School of Economics", Moscow
c North-Eastern Federal University named after M. K. Ammosov, Yakutsk
Abstract:
We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional kinetic measure-valued evolutions with variable order. We prove the well-posedness of the resulting new equations and present a probabilistic formula for their solutions. Though our method are quite general, for simplicity we treat in detail only the fractional versions of the interacting diffusions. The paper can be considered as a development of the ideas from the works of Belavkin and Maslov devoted to Markovian (quantum and classical) systems of interacting particles.
Keywords:
fractional kinetic equations, interacting particles, fractional derivative of variable order, continuous time random walks (CTRW).
Received: 15.05.2022
Citation:
V. N. Kolokoltsov, M. S. Troeva, “Fractional Kinetic Equations”, Mat. Zametki, 112:4 (2022), 567–585; Math. Notes, 112:4 (2022), 561–575
Linking options:
https://www.mathnet.ru/eng/mzm13584https://doi.org/10.4213/mzm13584 https://www.mathnet.ru/eng/mzm/v112/i4/p567
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Abstract page: | 261 | Full-text PDF : | 33 | References: | 49 | First page: | 6 |
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