Journal of the Chungcheong Mathematical Society (충청수학회지)

The Chungcheong Mathematical Society (충청수학회)
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A NOTE ON A QUESTION RELATED TO KOLMOGOROV FORWARD EQUATION

  • Lee, Joongul (Department of Mathematics Education Hongik University)
  • Received : 2013.08.21
  • Accepted : 2014.01.16
  • Published : 2014.02.15
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Abstract

We examine a question raised in [1] regarding existence and uniqueness of the steady-state solution of certain type of Kolmogorov forward equation in this paper, and prove that the question holds for $S^1$ by giving an explicit solution.

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References

  1. Joongul Lee, On a question related to kolmogorov forward equation, Honam Math. J. 35 (2013), no. 4, 679-681. https://doi.org/10.5831/HMJ.2013.35.4.679
  2. Frank W. Warner, Foundations of differentiable manifolds and Lie groups, Scott, Foresman and Co., Glenview, Ill.-London, 1971.