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

DOI10.1063/1.528841MaRDI QIDQ3209964zbMATHOpenAlexFDO

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

zbMATH Keywords

Fokker-Planck equationmaximum entropy principle

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(14)

• Solution of the Fokker Plank-Kolmogorov Equation by Using The Maximum Entropy Principle
• Path-integral calculation of multivariate Fokker-Planck systems
• scientific article; zbMATH DE number 2100599 (Why is no real title available?)
• A new perturbative technique for solving integro-partial differential equations
• A Fokker–Planck equation of fractional order with respect to time
• Well posedness and maximum entropy approximation for the dynamics of quantitative traits
• Maximum entropy method for solving Fokker-Planck equations driven by fractional Brownian motion
• scientific article; zbMATH DE number 492878 (Why is no real title available?)
• Principle of maximum entropy and reduced dynamics
• Maximum-entropy approach with higher moments for solving Fokker-Planck equation
• 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
• 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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