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Teoreticheskaya i Matematicheskaya Fizika, 1993, Volume 97, Number 1, Pages 113–120 (Mi tmf1727)  
Asymptotic behavior of solutions of Fokker–Planck equation at large times

M. Kh. Kharrasov

Bashkir State University
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Abstract: A study is made of the asymptotic behavior of the fundamental solution of the Fokker–Planck equation in the neighborhood of a singular point of a deterministic system at large and small values of the time, and corresponding estimates are found. It is shown that the presence of multiple eigenvalues of the linearization matrix at the singular point of deterministic systems of equations has a strong influence on the asymptotic behavior of the solutions, at large times.
Received: 28.02.1992
English version:
Theoretical and Mathematical Physics, 1993, Volume 97, Issue 1, Pages 1186–1190
DOI: https://doi.org/10.1007/BF01014811
Bibliographic databases:
Language: Russian
Citation: M. Kh. Kharrasov, “Asymptotic behavior of solutions of Fokker–Planck equation at large times”, TMF, 97:1 (1993), 113–120; Theoret. and Math. Phys., 97:1 (1993), 1186–1190
Citation in format AMSBIB
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\by M.~Kh.~Kharrasov
\paper Asymptotic behavior of solutions of Fokker--Planck equation at large times
\jour TMF
\yr 1993
\vol 97
\issue 1
\pages 113--120
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1261860}
\zmath{https://zbmath.org/?q=an:0797.60068}
\transl
\jour Theoret. and Math. Phys.
\yr 1993
\vol 97
\issue 1
\pages 1186--1190
\crossref{https://doi.org/10.1007/BF01014811}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1993NJ90800008}
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    		Теоретическая и математическая физика Theoretical and Mathematical Physics
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