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A note on a question related to Kolmogorov forward equationA note on a question related to Kolmogorov forward equation
- Other Titles
- A note on a question related to Kolmogorov forward equation
- Authors
- 이준걸
- Issue Date
- 2014
- Publisher
- 충청수학회
- Keywords
- Kolmogorov forward equation; Fokker-Planck equation
- Citation
- 충청수학회지, v.27, no.1, pp.35 - 37
- Journal Title
- 충청수학회지
- Volume
- 27
- Number
- 1
- Start Page
- 35
- End Page
- 37
- ISSN
- 1226-3524
- Abstract
- We examine a question raised in [1] regarding exis-tence and uniqueness of the steady-state solution of certain typeof Kolmogorov forward equation in this paper, and prove that thequestion holds for S1 by giving an explicit solution.
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Related Researcher
- Lee, Joon gul
- Education (Mathematics Education)