Volume : IV, Issue : II, February - 2014

Application of Fokker–Planck Equation in a Vector Markov Process

Fatih Destovic, Ismet Kalco

Abstract :

The paper presents a vector Markov process, P(x,t), which form the components of the vector y. The Markov process satisfies the (n+1)- dimensional Fokker-Planck equation partial whose solution under certain initial and boundary conditions of this presentation and the domain of the nonlinear analysis. Specifically we examine the initial and boundary conditions for the aforementioned equation, whose form

where the coefficients of intensity given by the following formulas

and E is the mathematical expectation of the final variable for a given y.

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Article: Download PDF   DOI : 10.36106/ijar  

Cite This Article:

Fatih Destovic, Ismet Kalco Application of Fokker-Planck Equation in a Vector Markov Process Indian Journal of Applied Research, Vol.IV, Issue. II

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