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arXiv · 2305.15831

Integrable Ito equations and properties of the associated Fokker-Planck equations

Giuseppe Gaeta·Miguel Angel Rodriguez
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Abstract

In a recent paper we have classified scalar Ito equations which admits a standard symmetry; these are also directly integrable by the Kozlov substitution. In the present work, we consider the diffusion (Fokker-Planck) equations associated to such symmetric Ito equations.

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Giuseppe Gaeta, Miguel Angel Rodriguez. 2023-06-19. Integrable Ito equations and properties of the associated Fokker-Planck equations. https://doi.org/10.46298/ocnmp.11380

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