Exact Time Dependent Solutions to (1+1) Fokker-Planck Equation via Linearizing Transformations to the Ito Equations

DOI10.2991/JNMP.2008.15.S1.19zbMath1362.35307OpenAlexW1972669799MaRDI QIDQ5346972

Chaudry Masood Khalique, Gazanfer Ünal

Publication date: 30 May 2017

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

Full work available at URL: https://doi.org/10.2991/jnmp.2008.15.s1.19

Mathematics Subject Classification ID

Transform methods (e.g., integral transforms) applied to PDEs (35A22) PDEs with randomness, stochastic partial differential equations (35R60) Fokker-Planck equations (35Q84)

Cites Work

• Similarity methods for differential equations
• Similarity solutions of the one-dimensional Fokker-Planck equation
• Singular invariant equation for the (1+1) Fokker–Planck equation
• A Theory of the Term Structure of Interest Rates
• On the Transformation of Diffusion Processes into the Wiener Process

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