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We give a generalization of the so-called superposition principle for probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equation, according to which such a solution is generated by a… Click to show full abstract
We give a generalization of the so-called superposition principle for probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equation, according to which such a solution is generated by a solution to the corresponding martingale problem.
Keywords:
fokker planck;
superposition principle;
planck kolmogorov
Journal Title: Doklady Mathematics
Year Published: 2019
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Journal Title: Doklady Mathematics
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!