Browsing Conference Papers by Author "Lee, Wha-Suck"
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Implicit convolution Fokker-Planck equations: extended Feller convolution
Lee, Wha-Suck; Le Roux, Christiaan (Springer, 2020)Fokker-Planck equations are partial differential equations in the transition function of the Markov process. In the evolution equation approach, we re-write partial differential equations as ordinary differential equations ...