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We analyze a linear fractional Fokker–Planck equation for the case of an external force F(x)∝x|x|α−1 and diffusion coefficient D(x)∝|x|−θ (α,θ∈R). We also discuss the connection of the solutions found here with the Fox functions and the nonextensive statistics based on the Tsallis entropy.
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Lenzi et al. (2003) studied this question.
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