Factorization of the solutions of the Fokker-Planck equation

zbMATH Open1264.82103MaRDI QIDQ4909296FDOQ4909296

Authors: Siaka Massou, Martin Tchoffo, S. Moussiliou, Adébayo L. Essoun, A. A. Beilinson 

Publication date: 12 March 2013

Full work available at URL: http://www.pphmj.com/abstract/7164.htm

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zbMATH Keywords

Wiener processFokker-Planck equationstochastic equationBlock equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Lasers, masers, optical bistability, nonlinear optics (78A60) Canonical transformations in symplectic and contact geometry (53D22) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interacting particle systems in time-dependent statistical mechanics (82C22) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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