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ON A QUESTION RELATED TO KOLMOGOROV FORWARD EQUATION
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  • Journal title : Honam Mathematical Journal
  • Volume 35, Issue 4,  2013, pp.679-681
  • Publisher : The Honam Mathematical Society
  • DOI : 10.5831/HMJ.2013.35.4.679
 Title & Authors
ON A QUESTION RELATED TO KOLMOGOROV FORWARD EQUATION
Lee, Joongul;
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 Abstract
In this paper, we raise a question regarding existence and uniqueness of the steady-state solution of a type of Kolmogorov forward equation. We prove that the question has a positive answer for trivial vector fields, and also provide examples which show that the compactness assumption is necessary.
 Keywords
Kolmogorov forward equation;Fokker-Planck equation;
 Language
English
 Cited by
1.
A NOTE ON A QUESTION RELATED TO KOLMOGOROV FORWARD EQUATION,;

충청수학회지, 2014. vol.27. 1, pp.35-37 crossref(new window)
1.
A NOTE ON A QUESTION RELATED TO KOLMOGOROV FORWARD EQUATION, Journal of the Chungcheong Mathematical Society, 2014, 27, 1, 35  crossref(new windwow)
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Frank W. Warner, Foundations of differentiable manifolds and Lie groups, Scott, Foresman and Co., Glenview, Ill.-London, 1971.