Two methods of integration of the Kolmogorov-Fokker-Planck equations

DOI10.1007/BF01056837MaRDI QIDQ1108097zbMATHFDO

Authors N. D. Anh

Publication date 1986

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

zbMATH Keywords

integrabilityKolmogorov-Fokker-Planck equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random vibrations in mechanics of particles and systems (70L05)

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Cites work

• scientific article; zbMATH DE number 3888631 (Why is no real title available?)
• scientific article; zbMATH DE number 3773144 (Why is no real title available?)
• scientific article; zbMATH DE number 3238844 (Why is no real title available?)
• scientific article; zbMATH DE number 3344213 (Why is no real title available?)
• Exact solution of a particular problem of oscillations of a system with random parametric excitation
• Some methods for integrating Fokker-Planck-Kolmogorov equations in the theory of random oscillations
• Structure of the set of solutions of periodic boundary problems

Cited in

(1)

• Response of Duffing oscillator with time delay subjected to combined harmonic and random excitations

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