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The Fokker-Planck equation: methods of solution and applications H. Risken
Publisher: Springer-Verlag

Nonlinear Mech., 6 (1971), 143-153. Risken, The Fokker-Planck equation: Methods of solution and applications (Springer Verlag, 1996). ISSN 0172-7389, ISBN 3-540-50498-2. Risken, The Fokker-Planck Equation: Methods of Solution and Applications, Springer, 1995. Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in. If I could produce an equivalent solution by applying the Maximum Entropy Principle directly to the Fokker-Planck equation, then this would give a better foundation for the "inspection" result above. The Fokker-Planck equation: methods of solution and applications. Asymptotic Methods for the Fokker-Planck Equation and the Exit. A formal analogy of the Fokker–Planck equation with the Schrodinger equation allows the use of advanced operator techniques known from quantum mechanics for its solution in a number of cases. IntJ.Nomnline.Mech71.pdf * Bluman, G, Applications of the general similarity solution of the heat equation to boundary value problems, Quarterly Appl. The Fokker-Planck Equation: Methods of Solution and Applications. The Fokker-Planck Equation: Methods of Solution and Applications (Springer Series in Synergetics) H. A nice and brief introduction into stochastioc processes. Encompassing both theory and practice, this original text provides a unified approach to the analysis and generation of continuous, impulsive and mixed random processes based on the Fokker-Planck equation for Markov processes. Bluman, G, Similarity solutions of the one-dimensional Fokker-Planck equation, Internat.