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Spectral Analysis of Fokker--Planck and Related Operators Arising From Linear Stochastic Differential Equations - MaRDI portal

Spectral Analysis of Fokker--Planck and Related Operators Arising From Linear Stochastic Differential Equations (Q4507418)

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scientific article; zbMATH DE number 1519318
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Spectral Analysis of Fokker--Planck and Related Operators Arising From Linear Stochastic Differential Equations
scientific article; zbMATH DE number 1519318

    Statements

    Spectral Analysis of Fokker--Planck and Related Operators Arising From Linear Stochastic Differential Equations (English)
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    18 October 2000
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    modified Hermite polynomials
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    linear stochastic differential equation
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    Fokker-Planck operator
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    double bracket equation
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