Nonstationary invariant distributions and the hydrodynamics-style generalization of the Kol\-mo\-gorov-forward/Fokker-Planck equation

DOI10.1016/j.aml.2004.06.027zbMath1091.60018MaRDI QIDQ812643

N. E. Zubov

Publication date: 24 January 2006

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2004.06.027

zbMATH Keywords

diffusion process; invariant measure; Kolmogorov equation

Mathematics Subject Classification ID

60J60: Diffusion processes

34C60: Qualitative investigation and simulation of ordinary differential equation models

76M99: Basic methods in fluid mechanics

28D10: One-parameter continuous families of measure-preserving transformations

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