On the fundamental solution of the Fokker-Planck-Kolmogorov equation

DOI10.1134/S1064562417010161MaRDI QIDQ2358596zbMATH OpenOpenAlexFDO

Authors A. G. Chechkin, A. S. Shamaev

Publication date 15 June 2017

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064562417010161

zbMATH Keywords

Fokker-Planck-Kolmogorov equation

Mathematics Subject Classification ID

Solutions to PDEs in closed form (35C05) Second-order parabolic equations (35K10) Fokker-Planck equations (35Q84) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cites work

• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• scientific article; zbMATH DE number 802915 (Why is no real title available?)
• Computation of Fokker-Planck equation
• Explicit form of the fundamental solution to a second order parabolic operator
• Kalman filter and quantization
• Kinetic theory and simulation of multispecies plasmas in tokamaks excited with electromagnetic waves in the ion-cyclotron range of frequencies
• Matrix Riccati equations in control and systems theory
• On the Matrix Riccati Equation
• Propagator of a charged particle with a spin in uniform magnetic and perpendicular electric fields

Cited in

(9)

• scientific article; zbMATH DE number 3257894 (Why is no real title available?)
• Integrability and continuity of solutions to Fokker-Planck-Kolmogorov equations
• On Edwards' Fokker-Planck approach and Kolmogoroff's spectrum
• scientific article; zbMATH DE number 2101480 (Why is no real title available?)
• On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations
• On exact solutions to the Kolmogorov-Feller equation
• Spectral Analysis of Fokker--Planck and Related Operators Arising From Linear Stochastic Differential Equations
• A representation of the fundamental solution for the Fokker-Planck equation and its application
• Fundamental solutions to Kolmogorov equations via reduction to canonical form

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