FAR EASTERN BRANCH OF THE RUSSIAN ACADEMY OF SCIENCES
INSTITUTE OF APPLIED MATHEMATICS KHABAROVSK DIVISION
Far Eastern Mathematical Journal
Derivation of Kolmogorov – Chapman type equations with Fokker – Planck operator |
Prokopieva D.B., Zhuk T.A, Golovko N.I. |
2020, issue 1, P. 90–107 DOI: https://doi.org/10.47910/FEMJ202010 |
Abstract |
| In this paper we obtain the differential equation of the type Kolmogorov – Chapman with differential operator of the Fokker – Planck, having theoretical and practical value in the differential equations theory. |
Keywords: Kolmogorov – Chapman type differential equations, Fokker – Planck differential operator, double stochastic Poisson flow, diffusion process, Queuing system, probabilistic characteristics of the applications number |
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References |
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