A note on the Markov property of stochastic processes described by nonlinear Fokker-Planck equations

DOI10.1016/S0378-4371(02)01544-3zbMath1010.60079MaRDI QIDQ1859762

Till D. Frank

Publication date: 19 February 2003

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

convergenceprobability densitiestransient solutions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov processes (60J99)

Related Items (4)

Ergodicity of nonlinear Markov operators on the finite dimensional space ⋮ Single particle dynamics of many-body systems described by Vlasov-Fokker-Planck equations ⋮ Strongly nonlinear stochastic processes in physics and the life sciences ⋮ Hamilton's Principle for a Set of Nonlinear Heat Conduction

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