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Mat. Zametki, 2022 Volume 112, Issue 4, Pages 567–585 (Mi mzm13584)

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).

UDC: 517.955+517.986.7+519.214+519.217+536.95

Received: 15.05.2022

DOI: 10.4213/mzm13584


 English version:
Mathematical Notes, 2022, 112:4, 561–575

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© Steklov Math. Inst. of RAS, 2024