Analytical solutions of a class of multidimensional Fokker-Planck equations
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Publication:3800838
DOI10.1080/00207178808906210zbMath0654.60062MaRDI QIDQ3800838
Publication date: 1988
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178808906210
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
60H99: Stochastic analysis
Cites Work
- Nonlinear distributed-parameter filtering using the Fokker-Planck equation approach
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
- Delay-Lock Tracking of Stochastic Signals
- Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation†
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