Email this article On exact solutions to the Kolmogorov–Feller equation
- Authors: Rudenko O.V.1,2,3,4, Dubkov A.A.2, Gurbatov S.N.2
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Affiliations:
- Faculty of Physics
- Nizhni Novgorod State University
- Prokhorov General Physics Institute
- Schmidt Institute of Physics of the Earth
- Issue: Vol 94, No 1 (2016)
- Pages: 476-479
- Section: Mathematical Physics
- URL: https://journals.rcsi.science/1064-5624/article/view/224187
- DOI: https://doi.org/10.1134/S1064562416040219
- ID: 224187
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Abstract
The integrodifferential Kolmogorov–Feller equation describing the stochastic dynamics of a system subjected to a regular “force” and a random external disturbance in the form of short pulses with random “amplitudes” and occurrence times is considered. The equation is written in differential form. A method for finding the regular force from a given stationary probability distribution is described. The method is illustrated by examples.
About the authors
O. V. Rudenko
Faculty of Physics; Nizhni Novgorod State University; Prokhorov General Physics Institute; Schmidt Institute of Physics of the Earth
Author for correspondence.
Email: rudenko@acs366.phys.msu.ru
Russian Federation, Moscow, 119991; pr. Gagarina 23, Nizhni Novgorod, 603950; ul. Vavilova 38, Moscow, 119991; ul. Bol’shaya Gruzinskaya 10, Moscow, 123810
A. A. Dubkov
Nizhni Novgorod State University
Email: rudenko@acs366.phys.msu.ru
Russian Federation, pr. Gagarina 23, Nizhni Novgorod, 603950
S. N. Gurbatov
Nizhni Novgorod State University
Email: rudenko@acs366.phys.msu.ru
Russian Federation, pr. Gagarina 23, Nizhni Novgorod, 603950
