Parallel factorizations of polynomial matrices

DOI10.1007/BF01058373MaRDI QIDQ3362603zbMATH OpenWikidataFDO

Authors

Publication date 1992

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01058373

zbMATH Keywords

stochastic differential equationapproximate solutionFokker-Planck- Kolmogorov equation

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(12)

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• Inverse dynamic problems, the Focker— Plank—Kolmogorov equation and the Laplace iterative process
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• Exact solutions of the Fokker-Planck-Kolmogorov equation for certain multidimensional dynamic systems
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• Local galerkin method for the approximate solutions to general FPK equations
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