Integrable Ito equations and properties of the associated Fokker-Planck equations
In a recent paper we have classified scalar Ito equations which admits a standard symmetry; these are also directly integrable by the Kozlov substitution. In the present work, we consider the diffusion (Fokker-Planck) equations associated to such symmetric Ito equations.
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| 主要な著者: | , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
International Society of Nonlinear Mathematical Physics
2023-06-01
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| シリーズ: | Open Communications in Nonlinear Mathematical Physics |
| 主題: | |
| オンライン･アクセス: | https://ocnmp.episciences.org/11380/pdf |
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