2026-04-13T05:01:33Zhttps://recercat.cat/oai/requestoai:recercat.cat:2445/245502026-03-31T19:00:55Zcom_2072_1057col_2072_478822col_2072_478917
RECERCAT
author
Garrido, L. (Luis), 1930-2009
author
Masoliver, Jaume, 1951-
2012-04-26T09:44:17Z2012-04-26T09:44:17Z1982
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.
(c) American Institute of Physics, 1982 info:eu-repo/semantics/openAccess
Equació de Fokker-Planck
Geometria diferencial
Fokker-Planck equation
Differential geometry
On a class of exact solutions to the Fokker-Planck equations
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion