Generalized Fokker-Planck equations and convergence to their equilibria
Volume 60 / 2003
Banach Center Publications 60 (2003), 307-318
MSC: Primary 35K90; Secondary 35B40
DOI: 10.4064/bc60-0-24
Abstract
We consider extensions of the classical Fokker-Planck equation $u_t+{\cal L} u=$ $\nabla\cdot(u\nabla V(x))$ on $\mathbb R^d$ with ${\cal L}=-\Delta$ and $V(x)=\frac12|x|^2$, where $\cal L$ is a general operator describing the diffusion and $V$ is a suitable potential.
