Singular boundaries in the forward Chapman-Kolmogorov differential equation
type: Item
instance of: scholarly article
title: Singular boundaries in the forward Chapman-Kolmogorov differential equation
zbMATH Open document ID: 1187.60051
author: Juan Hierro
author: César Dopazo
published in: Journal of Statistical Physics
publication date: 2010-01-04T00:00:00Z
review text: The authors address the derivation of the forward Chapman-Kolmogorov differential equation for the time evolution of the conditional transition probability of a Markov process in continuous time. They refer to the derivation of the equation given by [\textit{C. W. Gardiner}, Handbook of stochastic methods for physics, chemistry and the natural sciences. Springer Series in Synergetics, 13. Berlin etc.: Springer-Verlag., (1985; Zbl 0713.60076)], extending it to consider surface integrals, which have been neglected in the original derivation and which could lead to singularities at the boundaries of the phase-space domain.
reviewed by: Bassano Vacchini
Mathematics Subject Classification ID: 60Jxx
Mathematics Subject Classification ID: 82C31
zbMATH DE Number: 5652318
zbMATH Keywords: probability density function
zbMATH Keywords: singular boundaries
zbMATH Keywords: Chapman-Kolmogorov equation
MaRDI profile type: Publication
Wikidata QID: Q115382610
full work available at URL: s10955-009-9842-x
OpenAlex ID: W1971452339
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DOI: 10.1007/S10955-009-9842-X
description: scientific article; zbMATH DE number 5652318