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.
Integrable Ito equations and properties of the associated Fokker-Planck equations / G. Gaeta, M.A. Rodriguez. - In: OPEN COMMUNICATIONS IN NONLINEAR MATHEMATICAL PHYSICS. - ISSN 2802-9356. - 3:(2023 Jun 21), pp. ocnmp:11380.67-ocnmp:11380.90. [10.46298/ocnmp.11380]
Integrable Ito equations and properties of the associated Fokker-Planck equations
G. Gaeta
Co-primo
;
2023
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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