Nonstationary invariant distributions and the hydrodynamics-style generalization of the Kolmogorov-forward/Fokker-Planck equation

Applied Mathematics Letters

Volumn 18, Issue 9, 2005, Pages 976-982

  Mamontov, E ^a  

^a UNIVERSITY OF GOTHENBURG   (Sweden)

Author keywords

Kolmogorov forward Fokker Planck equation; Nonstationary invariant probability density; Trajectories of an imaginary particle

Indexed keywords

ASYMPTOTIC STABILITY; DIFFERENTIAL EQUATIONS; DIFFUSION; HYDRODYNAMICS; RANDOM PROCESSES;

DIFFUSION STOCHASTIC PROCESS (DSP); KOLMOGOROV-FORWARD/FOKKER-PLANCK EQUATION; NONSTATIONARY INVARIANT PROBABILITY DENSITY; TRAJECTORIES OF AN IMAGINARY PARTICLE;

PROBABILITY DISTRIBUTIONS;

EID: 20444497719     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.aml.2004.06.027     Document Type: Article

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