Comment on 'Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Levy processes' [J. Math. Phys. 53, 072701 (2012)]

摘要

In the proof of Theorem 1 in Sun and Duan [J. Math. Phys. 53, 072701 (2012)], the authors use the Taylor expansion to represent an arbitrary infinitely differentiable function with compact support, which is incorrect. We prove that although the derivation is incorrect, the statement of Theorem 1 remains valid if we add certain additional assumptions. (C) 2016 AIP Publishing LLC.