Integrable Ito equations and properties of the associated Fokker-Planck equations
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arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2023
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| _version_ | 1866913232508157952 |
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| author | Gaeta, Giuseppe Rodriguez, Miguel Angel |
| author_facet | Gaeta, Giuseppe Rodriguez, Miguel Angel |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2305_15831 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Integrable Ito equations and properties of the associated Fokker-Planck equations Gaeta, Giuseppe Rodriguez, Miguel Angel Mathematical Physics Exactly Solvable and Integrable Systems 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. |
| title | Integrable Ito equations and properties of the associated Fokker-Planck equations |
| topic | Mathematical Physics Exactly Solvable and Integrable Systems |
| url | https://arxiv.org/abs/2305.15831 |