Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes (Q6069445)
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scientific article; zbMATH DE number 7764853
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes |
scientific article; zbMATH DE number 7764853 |
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Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes (English)
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14 November 2023
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Fokker-Planck-Kolmogorov equation
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transition probability
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invariant measure
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Cauchy problem
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