On exact solutions to the Kolmogorov–Feller equation


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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.

作者简介

O. Rudenko

Faculty of Physics; Nizhni Novgorod State University; Prokhorov General Physics Institute; Schmidt Institute of Physics of the Earth

编辑信件的主要联系方式.
Email: rudenko@acs366.phys.msu.ru
俄罗斯联邦, Moscow, 119991; pr. Gagarina 23, Nizhni Novgorod, 603950; ul. Vavilova 38, Moscow, 119991; ul. Bol’shaya Gruzinskaya 10, Moscow, 123810

A. Dubkov

Nizhni Novgorod State University

Email: rudenko@acs366.phys.msu.ru
俄罗斯联邦, pr. Gagarina 23, Nizhni Novgorod, 603950

S. Gurbatov

Nizhni Novgorod State University

Email: rudenko@acs366.phys.msu.ru
俄罗斯联邦, pr. Gagarina 23, Nizhni Novgorod, 603950


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