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A Representation of the Fundamental Solution for the Fokker–Planck Equation and Its Application

  • Chisato IwasakiEmail author
Conference paper
Part of the Trends in Mathematics book series (TM)

Abstract

The aim of this paper is to construct the fundamental solution for the Fokker–Planck equation by calculus of pseudo–differential operators. Eigenfunction expansion of the Fokker–Planck operator is obtained by this exact construction.

Keywords

Pseudo–differential operators the fundamental solution Fokker–Planck equations 

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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of HyogoHimejiJapan

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