Propagator of the \(n\)-dimensional generalization of the Fokker-Planck equation with a linear force: Lie-algebraic approach

DOI10.1016/S0375-9601(98)00452-6zbMath0940.82050MaRDI QIDQ1966778

Chi-Fai Lo

Publication date: 8 March 2000

Published in: Physics Letters. A (Search for Journal in Brave)

zbMATH Keywords

Cauchy problempropagatorgeneralized Fokker-Planck equationtime evolution operator

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cites Work

• Unnamed Item
• The Fokker-Planck equation. Methods of solution and applications.
• Lie Algebraic Solution of Linear Differential Equations

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