Published March 1994 | Version v1
Journal article Metadata-only

On the Gaussian approximation for solutions of the Fokker-Planck equation

Creators

Description

Problem on the Gaussian approximation for solutions of the Fokker-Planck equation is considered. It is shown that construction of covariational covariance matrix may be significantly simplified by coordinate complex transformation in the Ito initial stochastic equations

Additional details

Additional titles

Original title (Russian)
О Гауссовой аппроксимации решений уравнения Фоккера-Планка

Publishing Information

Journal Title
Doklady Akademii Nauk - Rossijskaya Akademiya Nauk
Journal Volume
335
Journal Issue
1
Journal Page Range
p. 32-34.
ISSN
0869-5652
CODEN
DAKNEQ

INIS

Country of Publication
Russian Federation
Country of Input or Organization
Russian Federation
INIS RN
26022642
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
ANALYTICAL SOLUTION; DATA COVARIANCES; FOKKER-PLANCK EQUATION; GAUSS FUNCTION; MATHEMATICAL MODELS; RANDOMNESS
Descriptors DEC
DIFFERENTIAL EQUATIONS; EQUATIONS; FUNCTIONS; PARTIAL DIFFERENTIAL EQUATIONS