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Solution of the Fokker-Planck-Kolmogorov equation by the method of finite differences - MaRDI portal

Solution of the Fokker-Planck-Kolmogorov equation by the method of finite differences (Q923519)

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scientific article; zbMATH DE number 4169807
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Solution of the Fokker-Planck-Kolmogorov equation by the method of finite differences
scientific article; zbMATH DE number 4169807

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    Solution of the Fokker-Planck-Kolmogorov equation by the method of finite differences (English)
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    1990
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    numerical method
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    Fokker-Planck-Kolmogorov equation
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    finite difference method
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