Integration of Fokker-Planck's equation in a compact Riemannian space

DOI10.1007/BF02590470MaRDI QIDQ2648870zbMATH OpenOpenAlexWikidataFDO

Authors Kosaku Yosida

Publication date 1949

Published in Arkiv för Matematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02590470

zbMATH Keywords

probability theory

Cited in

(6)

• The Kolmogorov problem on uniqueness of probability solutions of a parabolic equation
• On nonuniqueness of probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equation
• The abstract Cauchy problem and Cauchy's problem for parabolic differential equations
• On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation
• Asymptotic properties of maximum likelihood estimation: parameterized diffusion in a manifold
• Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes

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