Cauchy problem for the Fokker-Planck-Kolmogorov equation of multidimensional normal Markov processes

zbMATH Open1240.60152MaRDI QIDQ3096404FDOQ3096404

Authors: H. S. Pasichnyk, Stepan Ivasyshen 

Publication date: 8 November 2011

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zbMATH Keywords

Poisson integrals\(n\)-dimensional Markov processfundamental solution to Cauchy problem

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (8)

• Green's vector functions for boundary-value problems for the model Fokker-Planck-Kolmogorov equation of a normal Markovian process.
• Solvability of Kolmogorov-Fokker-Planck equations for vectorjump processes and occupation time on hypersurfaces
• On the fundamental solution of the Fokker-Planck-Kolmogorov equation
• On the Cauchy problem for Fokker-Planck-Kolmogorov equations with potential terms on arbitrary domains
• Integral representation of solutions of half-space homogeneous Dirichlet and Neumann problems for an equation of Fokker-Planck-Kolmogorov type of normal Markov process
• On the Cauchy problem for the Fokker-Planck equation degenerate on the half-line
• Special solutions of the Chapman-Kolmogorov equation for multidimensional-state Markov processes with continuous time
• Title not available (Why is that?)

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