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Generalization of the diffusion equation by using the maximum entropy principle

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Publication:3675288
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DOI10.1063/1.526520zbMath0562.60087OpenAlexW2080530711MaRDI QIDQ3675288

Guy Jumaric

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1063/1.526520


zbMATH Keywords

maximum entropy principleFokker-Planck-Kolmogorov equation


Mathematics Subject Classification ID

Measures of information, entropy (94A17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)


Related Items (3)

A Fokker–Planck equation of fractional order with respect to time ⋮ Construction of a complex-valued fractional Brownian motion of order N ⋮ New results on Fokker-Planck equations of fractional order.



Cites Work

  • Information Theory and Statistical Mechanics




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