• Title of article

    New exact solutions to the Fokker–Planck–Kolmogorov equation

  • Author/Authors

    ـnal، نويسنده , , Gazanfer and Sun، نويسنده , , Jian-Qiao، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2008
  • Pages
    9
  • From page
    2051
  • To page
    2059
  • Abstract
    A generalized Liouville theorem has been proven for Itô systems. This allows us to show that the conserved quantities of the deterministic part of the Itô systems lead to the solution of the Fokker–Planck–Kolmogorov equation. The results have been applied to a stochastic 3-species Lotka Volterra system and the semi-classical Jaynes–Cummings system.
  • Keywords
    Generalized Liouville theorem , Conserved quantity , Fokker–Planck–Kolmogorov equation
  • Journal title
    Communications in Nonlinear Science and Numerical Simulation
  • Serial Year
    2008
  • Journal title
    Communications in Nonlinear Science and Numerical Simulation
  • Record number

    1533867