On Equations of Brownian Motion

DOI10.1137/1109058zbMATH Open0134.34303OpenAlexW2005431857MaRDI QIDQ5345306FDOQ5345306

Authors: A. M. Il'in, R. Z. Khas'minskiĭ 

Publication date: 1965

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1109058

zbMATH Keywords

probability theory

Cited In (16)

• Well posedness of an integrodifferential kinetic model of Fokker-Planck type for angiogenesis
• The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process
• Differential equations with a small parameter and the central limit theorem for functions defined on a finite Markov chain
• Nonexistence of global solutions for a class of two-time nonlinear evolution equations
• Nonclassical problem for ultraparabolic equation in abstract spaces
• The Lorentz process converges to a random flight process
• The central limit theorem for Carleman's equation
• On the structure of the singular set for the kinetic Fokker–Planck equations in domains with boundaries
• The Fokker-Planck equation with absorbing boundary conditions
• On a class of multitime evolution equations with nonlocal initial conditions
• \(\varphi\)-entropies: convexity, coercivity and hypocoercivity for Fokker-Planck and kinetic Fokker-Planck equations
• A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
• Solution of the characteristic equation for some nonclassical diffusion model
• Long-time behaviour for solutions of the Vlasov-Poisson-Fokker-Planck equation
• A relativistically covariant random walk
• Boundary behavior of diffusion approximations to Markov jump processes

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