Solution of the Fokker Plank-Kolmogorov Equation by Using The Maximum Entropy Principle

DOI10.1080/02522667.1985.10698802zbMATH Open0569.60082OpenAlexW1966606296MaRDI QIDQ3685800

Guy Jumarie

Publication date: 1985

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1985.10698802

zbMATH Keywords

maximum entropy principlenumerical approximationsFokker-Plank-Kolmogorov equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Measures of information, entropy (94A17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

• Information Theory and Statistical Mechanics
• Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy

Related Items (1)

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