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
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    Stochastic generalized Kolmogorov systems with small diffusion. I: Explicit approximations for invariant probability density function
    scientific article; zbMATH DE number 7782693

      Statements

      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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