On the fundamental solution of the Fokker-Planck-Kolmogorov equation

DOI10.1134/S1064562417010161zbMath1372.35303OpenAlexW2606927000MaRDI QIDQ2358596

A. G. Chechkin, Alexei S. Shamaev

Publication date: 15 June 2017

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562417010161

zbMATH Keywords

Fokker-Planck-Kolmogorov equation

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Solutions to PDEs in closed form (35C05) Second-order parabolic equations (35K10) Fokker-Planck equations (35Q84)

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