On Some Diffusion Processes with Stationary Distributions
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Publication:3082702
DOI10.1137/S0040585X97984383zbMATH Open1219.35316MaRDI QIDQ3082702FDOQ3082702
Authors: A. I. Noarov
Publication date: 16 March 2011
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
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- Quantitative concentration of stationary measures
- Approach to Stationarity of the Bernoulli–Laplace Diffusion Model
- A system of elliptic equations for probability measures
- Lyapunov-type conditions for stationary distributions of diffusion processes on hilbert spaces
- On positive and probability solutions to the stationary Fokker-Planck-Kolmogorov equation
- Existence and nonuniqueness of solutions to a functional-differential equation
- Generalized solvability of the stationary Fokker-Planck equation
- Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process
- Distances between stationary distributions of diffusions and solvability of nonlinear Fokker-Planck-Kolmogorov equations
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- Efficient projection method for a system of differential equations of Fokker-Planck type
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