Search for the symmetry of the Fokker-Planck equation
It is shown that the Fokker-Planck equations with linear drift γx and nonlinear drift γx + δx, i.e. the Rayleigh process, have exact symmetries on their own solution manifolds, the sl(2, R) ⊗ Weyl algebra and the sl(2, R) ⊗ I, respectively. The symmetries of these two types of processes for 1 + 2-dimensional cases are explicitly found out too.
Year of publication: |
1984
|
---|---|
Authors: | An, Ing ; Chen, Shi ; Guo, Han-ying |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 128.1984, 3, p. 520-528
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Political connections, government capital injection, and deposit insurance premium
Lin, Jyh-Horng, (2019)
-
Chiu, Chui-Yu, (2017)
-
Bank interest margin, multiple shadow banking activities, and capital regulation
Lin, Jyh-Horng, (2018)
- More ...