On the log-normal diffusion process

DOI10.1063/1.528364zbMath0668.60070OpenAlexW2043825033MaRDI QIDQ3821382

Siegfried H. Lehnigk

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1063/1.528364

zbMATH Keywords

Fokker-Planck equationlog-normal conditional density function

Mathematics Subject Classification ID

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

Related Items (1)

Equivalence and symmetries for variable coefficient linear heat type equations. I

Cites Work

• Conservative similarity solutions of the one-dimensional autonomous parabolic equation
• Initial condition solutions of the generalized Feller equation
• A class of conservative diffusion processes with delta function initial conditions

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