Solution of the multivariate Fokker–Planck equation by using a maximum path entropy principle

DOI10.1063/1.528841zbMATH Open0722.60085OpenAlexW2082789566MaRDI QIDQ3209964FDOQ3209964

Authors: Guy Jumarie 

Publication date: 1990

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.528841

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zbMATH Keywords

Fokker-Planck equationmaximum entropy principle

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

• A Practical Approach to Nonlinear Estimation by Using the Maximum Entropy Principle

Cited In (12)

• Title not available (Why is that?)
• Path-integral calculation of multivariate Fokker-Planck systems
• A Fokker–Planck equation of fractional order with respect to time
• Title not available (Why is that?)
• Generalization of the diffusion equation by using the maximum entropy principle
• Solving differential equations by a maximum entropy–minimum norm method with applications to Fokker–Planck equations
• Principle of maximum entropy and reduced dynamics
• Solution of the Fokker Plank-Kolmogorov Equation by Using The Maximum Entropy Principle
• A new perturbative technique for solving integro-partial differential equations
• Maximum-entropy approach with higher moments for solving Fokker-Planck equation
• On the constraints necessary for macroscopic prediction of time-dependent stochastic processes
• A variational principle for the Kramers equation with unbounded external forces

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