Cauchy problem for the Fokker-Planck-Kolmogorov equation of multidimensional normal Markov processes (Q3096404)
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scientific article; zbMATH DE number 5969262
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| English | Cauchy problem for the Fokker-Planck-Kolmogorov equation of multidimensional normal Markov processes |
scientific article; zbMATH DE number 5969262 |
Statements
8 November 2011
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\(n\)-dimensional Markov process
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fundamental solution to Cauchy problem
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Poisson integrals
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0.8188597559928894
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0.8077853918075562
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0.8077129125595093
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0.7988264560699463
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0.7962953448295593
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