Small-time expansion of the Fokker–Planck kernel for space and time dependent diffusion and drift coefficients

DOI10.1063/5.0006009zbMath1453.82062arXiv1904.02166OpenAlexW2926195609MaRDI QIDQ5136147

Adel Bilal

Publication date: 25 November 2020

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

Full work available at URL: https://arxiv.org/abs/1904.02166

zbMATH Keywords

asymptotic expansionFokker-Planck equation

Mathematics Subject Classification ID

Asymptotic expansions of solutions to PDEs (35C20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Fokker-Planck equations (35Q84)

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Cites Work

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• The Fokker-Planck equation. Methods of solution and applications.
• Heat kernel expansion: user's manual
• Multi-loop zeta function regularization and spectral cutoff in curved spacetime
• Partial differential equation models in macroeconomics
• The Langevin Equation
• Handbook of stochastic methods for physics, chemistry and the natural sciences.

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