A sufficient condition of existence of a time-dependent solution to the Fokker-Planck equation
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Publication:1975783
zbMath0952.60051MaRDI QIDQ1975783
Publication date: 8 May 2000
Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
Fokker-Planck equationwhite noisetime-independent solutionapproximate computationstochastic ordinary differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear higher-order PDEs (35G20) Linear ordinary differential equations and systems (34A30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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