Cauchy problem for the Fokker–Planck–Kolmogorov equation of a multidimensional normal Markovian process

Author: Ivasyshen S.   Pasichnyk H.  

Publisher: Springer Publishing Company

ISSN: 1072-3374

Source: Journal of Mathematical Sciences, Vol.176, Iss.4, 2011-07, pp. : 505-514

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Abstract