Solution of the multivariate Fokker–Planck equation by using a maximum path entropy principle

DOI10.1063/1.528841zbMath0722.60085OpenAlexW2082789566MaRDI QIDQ3209964

Guy Jumaric

Publication date: 1990

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.528841

zbMATH Keywords

Fokker-Planck equationmaximum entropy principle

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items

A Fokker–Planck equation of fractional order with respect to time ⋮ Maximum-entropy approach with higher moments for solving Fokker-Planck equation ⋮ A variational principle for the Kramers equation with unbounded external forces ⋮ A new perturbative technique for solving integro-partial differential equations

Cites Work

• A Practical Approach to Nonlinear Estimation by Using the Maximum Entropy Principle

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