[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.5831/HMJ.2013.35.4.679

ON A QUESTION RELATED TO KOLMOGOROV FORWARD EQUATION

Lee, Joongul (Department of Mathematics Education, Hongik University)

Publication Information

Honam Mathematical Journal / v.35, no.4, 2013 , pp. 679-681 More about this Journal

Abstract

In this paper, we raise a question regarding existence and uniqueness of the steady-state solution of a type of Kolmogorov forward equation. We prove that the question has a positive answer for trivial vector fields, and also provide examples which show that the compactness assumption is necessary.

Keywords

Kolmogorov forward equation; Fokker-Planck equation;

Citations & Related Records

Reference

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