Linearization of nonlinear Fokker-Planck equations and applications
Panpan Ren, Michael Röckner, Feng‐Yu Wang
Topics & Concepts
Fokker–Planck equationMathematicsNonlinear systemBrownian motionStochastic differential equationMathematical analysisOperator (biology)Markov processLinearizationProbability measureApplied mathematicsPartial differential equationPhysicsQuantum mechanicsTranscription factorStatisticsChemistryRepressorGeneBiochemistryStatistical Mechanics and EntropyAdvanced Thermodynamics and Statistical MechanicsStochastic processes and financial applications