Stationary Fokker-Planck equation on noncompact manifolds and in unbounded domains

被引：0

作者：

Noarov, A. I. ^{[1
]}

机构：

[1] RAS, Inst Numer Math, Moscow, Russia

来源：

THEORETICAL AND MATHEMATICAL PHYSICS | 2016年 / 189卷 / 03期

关键词：

diffusion process; stationary distribution; elliptic equation for measures; averaging method; DIFFUSION-PROCESSES;

D O I：

10.1134/S0040577916120114

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We investigate the Fokker-Planck equation on an infinite cylindrical surface and in an infinite strip with reflecting boundary conditions, prove the existence of a positive (not necessarily integrable) solution, and derive various conditions on the vector field f that are sufficient for the existence of a solution that is the probability density. In particular, these conditions are satisfied for some vector fields f with integral trajectories going to infinity.

引用

页码：1796 / 1805

页数：10

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