scholarly journals On the Fokker-Planck Equation for Stochastic Hybrid Systems: Application to a Wind Turbine Model

Author(s):  
Julien Bect ◽  
Yannick Phulpin ◽  
Hana Baili ◽  
Gilles Fleury
2014 ◽  
Vol 280-281 ◽  
pp. 14-21 ◽  
Author(s):  
Matthew S. Melius ◽  
Murat Tutkun ◽  
Raúl Bayoán Cal

1989 ◽  
Vol 9 (1) ◽  
pp. 109-120
Author(s):  
G. Liao ◽  
A.F. Lawrence ◽  
A.T. Abawi

2020 ◽  
Vol 23 (2) ◽  
pp. 450-483 ◽  
Author(s):  
Giacomo Ascione ◽  
Yuliya Mishura ◽  
Enrica Pirozzi

AbstractWe define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the density is shown. We also provide a generalized Fokker-Planck equation for the density of the process.


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