Stochastic generalized Kolmogorov systems with small diffusion. I: Explicit approximations for invariant probability density function (Q6181283)
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scientific article; zbMATH DE number 7782693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic generalized Kolmogorov systems with small diffusion. I: Explicit approximations for invariant probability density function |
scientific article; zbMATH DE number 7782693 |
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Stochastic generalized Kolmogorov systems with small diffusion. I: Explicit approximations for invariant probability density function (English)
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2 January 2024
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stochastic generalized Kolmogorov systems
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degenerate diffusion
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probability density function
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explicit approximation
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Kolmogorov-Fokker-Planck equation
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Lyapunov equation
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