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Analytical solution of general one-dimensional Fokker-Planck equation - MaRDI portal

Analytical solution of general one-dimensional Fokker-Planck equation (Q4730579)

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scientific article; zbMATH DE number 4115690
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Analytical solution of general one-dimensional Fokker-Planck equation
scientific article; zbMATH DE number 4115690

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    1989
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    numerical computation
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    Fokker-Planck equation
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    Girsanov's transformation
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    Analytical solution of general one-dimensional Fokker-Planck equation The value's type "string" does not match Property's type "monolingualtext".
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