Symmetry analysis and reduction of two-dimensional Fokker-Planck equation with variable matrix of diffusion

Fokker-Planck equation from the stochastic theory, which has a homogeneous drift coefficient and a variable diffusion coefficient is considered. Lie symmetries are investigated and exact solutions are constructed.

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Bibliographic Details
Date:2006
Main Authors: Stogniy, V., Стогній, В.
Format: Article
Language:Ukrainian
Published: Інститут математики НАН України 2006
Online Access:https://trim.imath.kiev.ua/index.php/trim/article/view/473
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Journal Title:Transactions of Institute of Mathematics of NAS of Ukraine
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Transactions of Institute of Mathematics of NAS of Ukraine