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Analytical approximation to the multidimensional Fokker–Planck equation with steady state - MaRDI portal

Analytical approximation to the multidimensional Fokker–Planck equation with steady state (Q5051143)

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scientific article; zbMATH DE number 7620278
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Analytical approximation to the multidimensional Fokker–Planck equation with steady state
scientific article; zbMATH DE number 7620278

    Statements

    title
    Analytical approximation to the multidimensional Fokker–Planck equation with steady state (English)
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    author
    Richard J. Martin
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    Richard V. Craster
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    Alexandre Pannier
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    Michael J. Kearney
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    publication date
    18 November 2022
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    zbMATH DE Number
    7620278
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    zbMATH Keywords
    stochastic processes
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    mean reversion
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    Fokker-Planck equation
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    OpenAlex ID
    W3099750458
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    arXiv ID
    1810.08401
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