Abstract:
We construct an Euler–Darboux transformation for the Fokker–Planck equation. As an example, we present solutions of the Fokker–Planck equation with given initial and boundary conditions
Citation:
I. V. Verevkin, “Euler–Darboux transformation for the Fokker–Planck equation”, TMF, 166:1 (2011), 68–76; Theoret. and Math. Phys., 166:1 (2011), 58–65