The Fokker-Planck Equation

Risken, H. (2012). The Fokker-Planck Equation: Methods of Solution and Applications. Springer.

Type

Book

Intellectual base

Review or monograph

Year

2012

Link

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Cited by

1 citation across 1 artifact.

Domain-specific

• Kramers–Moyal expansion
  • … increment moments, coefficient definitions and limits, derivative order and signs, convergence assumptions, truncation and Pawula qualification and derived Fokker-Planck equation are explicit. to An applied instance preserves the invariant under changed notation, scale, dataset, jurisdiction, or implementation..

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