On Convergence to Stationary Distributions for Solutions of Nonlinear Fokker–Planck–Kolmogorov Equations
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DOI: 10.1007/s10958-019-04467-8
Abstract: We obtain conditions under which solutions to a nonlinear Fokker–Planck–Kolmogorov equation with the diffusion matrix depending on the solution converge to the stationary solution. read more here.
Keywords: fokker planck; solutions nonlinear; nonlinear fokker; planck kolmogorov ... See more keywords
On the fundamental solution of the Fokker–Planck–Kolmogorov equation
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DOI: 10.1134/s1064562417010161
Abstract: The Fokker–Planck–Kolmogorov parabolic second-order differential operator is considered, for which its fundamental solution is derived in explicit form. Such operators arise in numerous applications, including signal filtering, portfolio control in financial mathematics, plasma physics, and… read more here.
Keywords: fokker planck; planck kolmogorov; fundamental solution;
On the Superposition Principle for Fokker–Planck–Kolmogorov Equations
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DOI: 10.1134/s1064562419040136
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… read more here.
Keywords: fokker planck; superposition principle; planck kolmogorov;