A sequence solution to the Fokker-Planck equation
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Publication:5680839
DOI10.1109/TIT.1973.1054977zbMath0264.60040MaRDI QIDQ5680839
Publication date: 1973
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
60J25: Continuous-time Markov processes on general state spaces
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
65Z05: Applications to the sciences
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