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

This page was built for publication: Integration of Fokker-Planck's equation in a compact Riemannian space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2648870)