Abstract
This paper develops solutions of fractional Fokker–Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian Lévy processes, with space–time-dependent drift, diffusion and jump coefficients, thus significantly extends Magdziarz and Zorawik's result in [14]. Fractional Fokker–Planck equation describing subdiffusion is solved by our result in full generality from perspective of stochastic representation.
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