New exact solutions to the Fokker-Planck-Kolmogorov equation
DOI10.1016/J.CNSNS.2007.04.009zbMATH Open1221.60087OpenAlexW2069963837MaRDI QIDQ718781FDOQ718781
Authors: Gazanfer Ünal, Jian-Qiao Sun 
Publication date: 24 September 2011
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2007.04.009
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Cites Work
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- Handbook of stochastic methods for physics, chemistry and the natural sciences.
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- The Fokker-Planck equation. Methods of solution and applications.
- Chaos, fractals, and noise: Stochastic aspects of dynamics.
- Symmetry properties of one- and two-dimensional Fokker-Planck equations
- Singular invariant equation for the \((1+1)\) Fokker-Planck equation.
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- Classification of the extended symmetries of Fokker-Planck equations
- Exact stationary solutions of the Fokker-Planck equation for nonlinear oscillators under stochastic parametric and external excitations
- Probability density functions, the rate of entropy change and symmetries of dynamical systems.
- Anomalous statistics in turbulence, financial markets and other complex systems
Cited In (6)
- New-type solutions of the modified Fischer-Kolmogorov equation
- Computation of the solutions of the Fokker-Planck equation for one and two DOF systems
- Exact time dependent solutions to \((1+1)\) Fokker-Planck equation via linearizing transformations to the Itô equations
- On exact solutions to the Kolmogorov-Feller equation
- Exact solutions of the Fokker-Planck-Kolmogorov equation for certain multidimensional dynamic systems
- Fokker-Planck-Kolmogorov equation for fBm: derivation and analytical solutions
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