Two methods of integration of the Kolmogorov-Fokker-Planck equations

DOI10.1007/BF01056837zbMath0653.70027MaRDI QIDQ1108097

Nguyen Dong Anh

Publication date: 1986

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

integrabilityKolmogorov-Fokker-Planck equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random vibrations in mechanics of particles and systems (70L05)

Related Items (1)

Response of Duffing oscillator with time delay subjected to combined harmonic and random excitations

Cites Work

• Structure of the set of solutions of periodic boundary problems
• Exact solution of a particular problem of oscillations of a system with random parametric excitation
• Some methods for integrating Fokker-Planck-Kolmogorov equations in the theory of random oscillations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Two methods of integration of the Kolmogorov-Fokker-Planck equations