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scientific article; zbMATH DE number 1494234
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scientific article; zbMATH DE number 1494234 |
Statements
22 August 2000
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Fokker-Planck equation
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Sobolev space
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Dirichlet forms
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diffusion process
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0.7884972095489502
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0.7446030378341675
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0.733704149723053
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The drift coefficients of the singular transformation occurring in statistical mechanics are usually required to satisfy the Fokker-Planck equation. But such a condition does not allow for a time-dependent generalization of the time-homogeneous case. The authors show how to relax the condition of Fokker-Planck equation on functions \(\psi\in L^2([0,T]\); \(H^1 (R^d))\), where \(H^1(R^d)\) is the Sobolev space, for to cover a reasonable class of Dirichlet forms \({1\over 2}D^\psi\). More precisely, conditions are given for the diffusion process corresponding to \({1\over 2}D^\psi\) to be conservative. For the entire collection see [Zbl 0939.00029].
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