Solution of the Fokker-Planck equation with spatial coordinate-dependent moments in many dimensions

The solution of the Fokker-Planck equation with spatial coordinate-dependent and time-dependent moments in many dimensions is given in the form of the path integral.

MoreLess

Year of publication:	1984
Authors:	Morita, T. ; Hara, H.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 125.1984, 2, p. 607-618
Publisher:	Elsevier

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010585313