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From the Perron-Frobenius equation to the Fokker-Planck equation. - MaRDI portal

From the Perron-Frobenius equation to the Fokker-Planck equation. (Q1593241)

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scientific article; zbMATH DE number 1553947
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English
From the Perron-Frobenius equation to the Fokker-Planck equation.
scientific article; zbMATH DE number 1553947

    Statements

    From the Perron-Frobenius equation to the Fokker-Planck equation. (English)
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    16 January 2001
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    Perron-Frobenius equation
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    Fokker-Planck equation
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    scaling limits
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    maps of Kaplan-Yorke type
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    corrections to Gaussian behavior
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    \(\Omega\)-expansion
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