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Application of the Adomian decomposition method for the Fokker-Planck equation - MaRDI portal

Application of the Adomian decomposition method for the Fokker-Planck equation (Q1029185)

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scientific article; zbMATH DE number 5577136
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Application of the Adomian decomposition method for the Fokker-Planck equation
scientific article; zbMATH DE number 5577136

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    Application of the Adomian decomposition method for the Fokker-Planck equation (English)
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    9 July 2009
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    Fokker-Planck equation
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    Kolmogorov equation
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    Adomian decomposition
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    Brownian motion
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    closed form solution
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