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

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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)

Cites Work

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

Cited In (4)

• Direct derivation of corrective terms in SDE through nonlinear transformation on Fokker-Planck equation
• Title not available (Why is that?)
• Exact solutions of the Fokker-Planck equations with moving boundaries
• New exact solutions to the Fokker-Planck-Kolmogorov equation

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