Uniqueness of Steady-State Solutions to the Fokker-Planck Equation
- 1 April 1965
- journal article
- research article
- Published by AIP Publishing in Journal of Mathematical Physics
- Vol. 6 (4) , 644-647
- https://doi.org/10.1063/1.1704316
Abstract
The uniqueness of steady-state probability densities in certain continuous Markov processes is proven when the Fokker-Planck or Kolmogorov equation satisfied by the transition probability is of a variety called ``steady.'' The tendency of other probability densities to approach such steady-state densities is formally demonstrated.Keywords
This publication has 1 reference indexed in Scilit:
- On the Theory of the Brownian Motion IIReviews of Modern Physics, 1945