Nonstationary invariant distributions and the hydrodynamics-style generalization of the Kol\-mo\-gorov-forward/Fokker-Planck equation
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Publication:812643
DOI10.1016/J.AML.2004.06.027zbMath1091.60018OpenAlexW2152330744MaRDI QIDQ812643
Publication date: 24 January 2006
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2004.06.027
Diffusion processes (60J60) Qualitative investigation and simulation of ordinary differential equation models (34C60) Basic methods in fluid mechanics (76M99) One-parameter continuous families of measure-preserving transformations (28D10)
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Cites Work
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- The non-stationary invariant solution of the equations of gas dynamics describing the spreading of a gas into a vacuum
- A class of limit theorems for singular diffusions
- Stability in distribution for a class of singular diffusions
- MODELLING LIVING FLUIDS WITH THE SUBDIVISION INTO THE COMPONENTS IN TERMS OF PROBABILITY DISTRIBUTIONS
- MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART II: APPROXIMATIONS FOR COVARIANCE AND SPECTRAL DENSITY OF STATIONARY PROCESS
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