Fundamental solution of degenerated Fokker - Planck equation
Igor A. Tanski
TL;DR
This paper constructs the fundamental solution for a degenerated Fokker-Planck equation using Fourier transform methods and verifies the solution through direct calculation.
Contribution
It introduces a novel approach to solving degenerated Fokker-Planck equations by employing Fourier transform techniques and validation.
Findings
Fundamental solution derived for the degenerated Fokker-Planck equation.
Solution verified through direct calculation.
Provides a new method for analyzing degenerated stochastic processes.
Abstract
Fundamental solution of degenerated Fokker - Planck equation is built by means of the Fourier transform method. The result is checked by direct calculation.
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Taxonomy
TopicsStatistical Mechanics and Entropy · Theoretical and Computational Physics · Fractional Differential Equations Solutions