We show the existence of a semimartingale of which one-dimensional marginal distributions are given by the solution of the Fokker-Planck equation with the pth integrable drift vector (p > 1)
A nonlinear Fokker-Planck type ultraparabolic integro-differential equation is studied. It arises fr...
The Fokker-Planck equation is a second order differential equation associated with a stochastic proc...
By considering Fokker-Planck equation in the asymptotic limit, that is when strong potential act on ...
We show the existence of a semimartingale of which one-dimensional marginal distributions are given ...
We give conditions under which the flow of marginal distributions of a discontinuous semimartingale ...
Röckner M, Zhu R, Zhu X. A note on stochastic semilinear equations and their associated Fokker-Planc...
Abstract We investigate the diffusion of particles in an attractive one-dimensional potential that g...
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with no...
In this paper, we present a new proof of the celebrated theorem of Kellerer, stating that every inte...
We propose a Semi-Lagrangian scheme for Fokker-Planck equations. The scheme is first order, explicit...
On a Fokker-Planck equation arising in population dynamics. Thierry GOUDON aud Mazen SAAD This paper...
We present and discuss various one-dimensional linear Fokker-Planck-Type equations that have been re...
We show that the marginal distribution of a semimartingale can be matched by a Markov process. This ...
We study the general solution of the Fokker-Planck equation in d dimensions with arbitrary space and...
Revision: 2011We exhibit conditions under which the flow of marginal distributions of a discontinuou...
A nonlinear Fokker-Planck type ultraparabolic integro-differential equation is studied. It arises fr...
The Fokker-Planck equation is a second order differential equation associated with a stochastic proc...
By considering Fokker-Planck equation in the asymptotic limit, that is when strong potential act on ...
We show the existence of a semimartingale of which one-dimensional marginal distributions are given ...
We give conditions under which the flow of marginal distributions of a discontinuous semimartingale ...
Röckner M, Zhu R, Zhu X. A note on stochastic semilinear equations and their associated Fokker-Planc...
Abstract We investigate the diffusion of particles in an attractive one-dimensional potential that g...
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with no...
In this paper, we present a new proof of the celebrated theorem of Kellerer, stating that every inte...
We propose a Semi-Lagrangian scheme for Fokker-Planck equations. The scheme is first order, explicit...
On a Fokker-Planck equation arising in population dynamics. Thierry GOUDON aud Mazen SAAD This paper...
We present and discuss various one-dimensional linear Fokker-Planck-Type equations that have been re...
We show that the marginal distribution of a semimartingale can be matched by a Markov process. This ...
We study the general solution of the Fokker-Planck equation in d dimensions with arbitrary space and...
Revision: 2011We exhibit conditions under which the flow of marginal distributions of a discontinuou...
A nonlinear Fokker-Planck type ultraparabolic integro-differential equation is studied. It arises fr...
The Fokker-Planck equation is a second order differential equation associated with a stochastic proc...
By considering Fokker-Planck equation in the asymptotic limit, that is when strong potential act on ...
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