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A note on a question related to Kolmogorov forward equation
A note on a question related to Kolmogorov forward equation
초록
We examine a question raised in [1] regarding exis-tence and uniqueness of the steady-state solution of certain typeof Kolmogorov forward equation in this paper, and prove that thequestion holds for S1 by giving an explicit solution.
키워드
Kolmogorov forward equation; Fokker-Planck equation
- 제목
- A note on a question related to Kolmogorov forward equation
- 제목 (타언어)
- A note on a question related to Kolmogorov forward equation
- 저자
- 이준걸
- 발행일
- 2014
- 저널명
- 충청수학회지
- 권
- 27
- 호
- 1
- 페이지
- 35 ~ 37