Exact time dependent solutions to (1+1) Fokker-Planck equation via linearizing transformations to the Itô equations

DOI10.2991/JNMP.2008.15.S1.19zbMATH Open1362.35307OpenAlexW1972669799MaRDI QIDQ5346972FDOQ5346972

Authors Gazanfer Ünal, Chaudry Masood Khalique 

Publication date 30 May 2017

Published in Journal of Nonlinear Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2991/jnmp.2008.15.s1.19

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) PDEs with randomness, stochastic partial differential equations (35R60) Transform methods (e.g., integral transforms) applied to PDEs (35A22)

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Cites work

• A theory of the term structure of interest rates
• On the Transformation of Diffusion Processes into the Wiener Process
• Similarity methods for differential equations
• Similarity solutions of the one-dimensional Fokker-Planck equation
• Singular invariant equation for the \((1+1)\) Fokker-Planck equation.

Cited in

(4)

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• Exact solutions of the Fokker-Planck equations with moving boundaries

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