Time-dependent solution of multidimensional Fokker-Planck equations in the weak noise limit

DOI10.1088/0305-4470/22/4/007zbMath0682.60052OpenAlexW1968306283MaRDI QIDQ4731921

Gang Hu

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1088/0305-4470/22/4/007

zbMATH Keywords

Fokker-Planck equationsGreen functiontime-dependent problemfist passage timeslinear master equations

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic analysis (60H99)

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