Fundamental solution of Fokker - Planck equation
arXiv:nlin/0407007
Abstract
Fundamental solution of Fokker - Planck equation is built by means of the Fourier transform method. The result is checked by direct calculation. Changes: missed factor in (29), (30), corrected (31), (35), removed former (36), added explanation on prolonged operators (45), (46), (47).
8 pages, PDF
References in corpus (3)
- Properties of the Langevin and Fokker-Planck equations for scalar fields and their application to the dynamics of second order phase transitions
- Similarity transformations approach for a generalized Fokker-Planck equation
- Weather forecasts, Weather derivatives, Black-Scholes, Feynmann-Kac and Fokker-Planck
Cited by in corpus (7)
- Spectral decomposition of 1D Fokker - Planck differential operator
- Macroscopic parameters of Fokker-Planck flows
- The symmetries of the Fokker - Planck equation in one dimension
- Point and Potential Symmetries of the Fokker-Planck Equation
- Fokker - Planck equation in curvilinear coordinates
- Fundamental solution of degenerated Fokker - Planck equation
- Spectral decomposition of 3D Fokker - Planck differential operator