Fokker-Planck type equations with Sobolev diffusion coefficients and BV drift coefficients
نویسندگان
چکیده
منابع مشابه
Solution of Fokker-Planck equation for a broad class of drift and diffusion coefficients.
A Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach are considered. From this Fokker-Planck equation a class of exact solutions with the same spatial drift and diffusion coefficients is obtained. Furthermore, some details of this system are analyzed by using the spatial diffusion...
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ژورنال
عنوان ژورنال: Acta Mathematica Sinica, English Series
سال: 2012
ISSN: 1439-8516,1439-7617
DOI: 10.1007/s10114-012-1302-x