Integrable Ito equations and properties of the associated Fokker-Planck equations
Open communications in nonlinear mathematical physics(2023)
摘要
In a recent paper we have classified scalar Ito equations which admits a
standard symmetry; these are also directly integrable by the Kozlov
substitution. In the present work, we consider the diffusion (Fokker-Planck)
equations associated to such symmetric Ito equations.
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关键词
integrable ito equations,fokker-planck
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