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TMF, 2011, Volume 166, Number 1, Pages 68–76 (Mi tmf6596)  

Euler–Darboux transformation for the Fokker–Planck equation

I. V. Verevkin

Institute for Computational Modeling, Siberian Branch, RAS, Krasnoyarsk, Russia

Abstract: We construct an Euler–Darboux transformation for the Fokker–Planck equation. As an example, we present solutions of the Fokker–Planck equation with given initial and boundary conditions

Keywords: Fokker–Planck equation, Euler–Darboux transformation

DOI: https://doi.org/10.4213/tmf6596

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English version:
Theoretical and Mathematical Physics, 2011, 166:1, 58–65

Bibliographic databases:

Received: 14.06.2010

Citation: I. V. Verevkin, “Euler–Darboux transformation for the Fokker–Planck equation”, TMF, 166:1 (2011), 68–76; Theoret. and Math. Phys., 166:1 (2011), 58–65

Citation in format AMSBIB
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  • Теоретическая и математическая физика Theoretical and Mathematical Physics
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