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- W2073631790 abstract "Analytical representations of the solutions of Kolmogorov's forward (i.e. Fokker-Planck) and backward partial differential equations are obtained by employing Girsanov's transformation. The equations considered are restricted to those with the drift vector being the gradient of a function and the diffusion matrix being non-singular and dependent upon time only." @default.
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- W2073631790 date "1988-08-01" @default.
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- W2073631790 title "Analytical solutions of a class of multidimensional Fokker-Planck equations" @default.
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- W2073631790 doi "https://doi.org/10.1080/00207178808906210" @default.
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