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Integration of Fokker-Planck's equation in a compact Riemannian space

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Arkiv för Matematik

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Literatur

  1. A. Kolmogoroff: Zur Theorie der stetigen zufälligen Prozesse, Math. Ann 108 (1933).W. Feller: Zur Theorie der stochastischen Prozesse, Math. Ann. 113 (1937).

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  1. Kôsaku Yosida
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Yosida, K. Integration of Fokker-Planck's equation in a compact Riemannian space. Ark. Mat. 1, 71–75 (1949). https://doi.org/10.1007/BF02590470

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  • DOI: https://doi.org/10.1007/BF02590470

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