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Cauchy problem for the Fokker–Planck–Kolmogorov equation of a multidimensional normal Markovian process

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We present the results of studying the fundamental solution and correct solvability of the Cauchy problem as well as the integral representation of solutions for the Fokker–Planck–Kolmogorov equation of a class of normal Markovian processes.

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References

  1. T. M. Balabushenko, S. D. Ivasyshen, V. P. Lavrenchuk, and L. M. Mel’nychuk, “Cauchy problem for some parabolic equations with a Bessel operator and increasing coefficients,” in: Scientific Bulletin of Chernivtsi University [in Ukrainian], Issue 314–315 (2006), pp. 7–16.

  2. T. M. Balabushenko, S. D. Ivasyshen, V. P. Lavrenchuk, and L. M. Mel’nychuk, “Integral representation of the solutions of some parabolic equations with a Bessel operator and increasing coefficients,” in: Scientific Bulletin of Chernivtsi University [in Ukrainian], Issue 336–337 (2007), pp. 7–15.

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Authors and Affiliations

  1. Kyiv Polytechnic Institute” National Technical University of Ukraine, Kyiv, Ukraine

    S. D. Ivasyshen & H. S. Pasichnyk

  2. Pidstryhach Institute for Applied Problems of Mechanics and Mathematics, Ukrainian National Academy of Sciences, Lviv, Ukraine

    H. S. Pasichnyk

Authors
  1. S. D. Ivasyshen
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  2. H. S. Pasichnyk
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Translated from Matematychni Metody ta Fizyko-Mekhanichni Polya, Vol. 53, No. 1, pp. 15–22, January–March, 2010.

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Ivasyshen, S.D., Pasichnyk, H.S. Cauchy problem for the Fokker–Planck–Kolmogorov equation of a multidimensional normal Markovian process. J Math Sci 176, 505–514 (2011). https://doi.org/10.1007/s10958-011-0418-3

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  • DOI: https://doi.org/10.1007/s10958-011-0418-3

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