On Some Diffusion Processes with Stationary Distributions
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Publication:3082702
DOI10.1137/S0040585X97984383zbMath1219.35316MaRDI QIDQ3082702
Publication date: 16 March 2011
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Diffusion processes (60J60) Second-order parabolic equations (35K10) Fokker-Planck equations (35Q84)
Related Items (6)
Existence and nonuniqueness of solutions to a functional-differential equation ⋮ Stationary Fokker-Planck equation on noncompact manifolds and in unbounded domains ⋮ A system of elliptic equations for probability measures ⋮ On positive and probability solutions to the stationary Fokker-Planck-Kolmogorov equation ⋮ Efficient projection method for a system of differential equations of Fokker-Planck type ⋮ Stationary diffusion processes with discontinuous drift coefficients
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