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

DOI10.1134/S1064562417010161zbMATH Open1372.35303OpenAlexW2606927000MaRDI QIDQ2358596FDOQ2358596

A. S. Shamaev, A. G. Chechkin

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

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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)

Cites Work

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• Matrix Riccati equations in control and systems theory
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• Propagator of a charged particle with a spin in uniform magnetic and perpendicular electric fields
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• Kalman filter and quantization
• Explicit form of the fundamental solution to a second order parabolic operator
• Kinetic theory and simulation of multispecies plasmas in tokamaks excited with electromagnetic waves in the ion-cyclotron range of frequencies

Cited In (8)

• Title not available (Why is that?)
• Integrability and continuity of solutions to Fokker-Planck-Kolmogorov equations
• On Edwards' Fokker-Planck approach and Kolmogoroff's spectrum
• Title not available (Why is that?)
• 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
• Fundamental solutions to Kolmogorov equations via reduction to canonical form

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