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On a class of exact solutions to the Fokker-Planck equations
Garrido, L. (Luis), 1930-; Masoliver, Jaume, 1951-
Universitat de Barcelona
In this paper we study under which circumstances there exists a general change of gross variables that transforms any FokkerPlanck equation into another of the OrnsteinUhlenbeck class that, therefore, has an exact solution. We find that any FokkerPlanck equation will be exactly solvable by means of a change of gross variables if and only if the curvature tensor and the torsion tensor associated with the diffusion is zero and the transformed drift is linear. We apply our criteria to the Kubo and Gompertz models.
Equació de Fokker-Planck
Geometria diferencial
Fokker-Planck equation
Differential geometry
(c) American Institute of Physics, 1982
American Institute of Physics

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