scientific article; zbMATH DE number 732314

zbMath0820.35002MaRDI QIDQ4325514

Siegfried H. Lehnigk

Publication date: 8 March 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Fokker-Planck equationsimilarity solutionsprobability density functionssource solutiongeneralized Feller equation

Mathematics Subject Classification ID

Point estimation (62F10) Diffusion processes (60J60) Initial value problems for linear higher-order PDEs (35G10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Second-order parabolic equations (35K10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Higher-order parabolic equations (35K25) Representations of solutions to partial differential equations (35Cxx)

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