Analytical solution of general one-dimensional Fokker-Planck equation

DOI10.1080/00207178908961374zbMath0681.60085OpenAlexW4254772180MaRDI QIDQ4730579

Weijian Zhang

Publication date: 1989

Full work available at URL: https://doi.org/10.1080/00207178908961374

zbMATH Keywords

Fokker-Planck equationnumerical computationGirsanov's transformation

Mathematics Subject Classification ID

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

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