Nonstationary invariant distributions and the hydrodynamics-style generalization of the Kolmogorov-forward/Fokker-Planck equation
- Author
- MAMONTOV, E1
[1] Department of Physics, Faculty of Science, Gothenburg University, Kemivägen 9, 412 96 Gothenburg, Sweden - Source
Applied mathematics letters. 2005, Vol 18, Num 9, pp 976-982, 7 p ; ref : 14 ref
- ISSN
- 0893-9659
- Scientific domain
- Control theory, operational research; Mathematics; Mechanics acoustics
- Publisher
- Elsevier, Oxford
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Author keyword
- Kolmogorov-forward/Fokker-Planck equation Nonstationary invariant probability density Trajectories of an imaginary particle
- Keyword (fr)
- Distribution invariante Equation Fokker Planck Equation Kolmogorov Fonction répartition Hydrodynamique Loi probabilité Loi uniforme Mathématiques appliquées Processus diffusion Processus stochastique Stabilité stochastique Densité probabilité invariante non stationnaire Particule imaginaire
- Keyword (en)
- Invariant distribution Fokker Planck equation Kolmogorov equation Distribution function Hydrodynamics Probability distribution Uniform distribution Applied mathematics Diffusion process Stochastic process Stochastic stability Nonstationary invariant density probability Imaginary particle
- Keyword (es)
- Distribución invariante Ecuación Fokker Planck Ecuación Kolmogorov Función distribución Hidrodinámica Ley probabilidad Ley uniforme Matemáticas aplicadas Proceso difusión Proceso estocástico Estabilidad estocástica
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02E Mathematical analysis / 001A02E08 Partial differential equations
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01J Markov processes
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 16999566
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.aml.2004.06.027 
https://dx.doi.org/10.1016/j.aml.2004.06.027
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