Diffusion, moments and entropy

DOI10.1515/jiip.1997.5.2.129zbMath0874.60055OpenAlexW2117704922MaRDI QIDQ4339994

Gabriele Inglese

Publication date: 2 November 1997

Published in: Journal of Inverse and Ill-Posed Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jiip.1997.5.2.129

zbMATH Keywords

stochastic differential equationFokker-Planck equationstationary solutionmaximum entropy solutions of finite moment problems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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