On exact solutions to the Kolmogorov-Feller equation

DOI10.1134/S1064562416040219zbMath1352.60097OpenAlexW2516697504MaRDI QIDQ340000

O. V. Rudenko, S. N. Gurbatov, Alexander A. Dubkov

Publication date: 11 November 2016

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

Full work available at URL: https://doi.org/10.1134/s1064562416040219

zbMATH Keywords

stochastic differential equationKolmogorov-Feller equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (2)

Non-Markovian process with variable memory functions ⋮ Exact stationary solutions of the Kolmogorov-Feller equation in a bounded domain

Cites Work

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• Nonlinear oscillators with ``modulus potentials: dynamic and stochastic solutions
• The Kolmogorov-Feller equation and the probabilistic model of quantum mechanics
• Mean wave propagation in a slab of one-dimensional discrete random medium
• The virtual waiting-time and related processes
• Application of Nonstationary Shot Noise in the Study of System Response to a Class of Nonstationary Excitations

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