Abstract
The aim of this paper is to construct the fundamental solution for the Fokker–Planck equation by calculus of pseudo–differential operators. Eigenfunction expansion of the Fokker–Planck operator is obtained by this exact construction.
Mathematics Subject Classification (2010). Primary 35Q84; Secondary 35P10.
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Iwasaki, C. (2014). A Representation of the Fundamental Solution for the Fokker–Planck Equation and Its Application. In: Ruzhansky, M., Turunen, V. (eds) Fourier Analysis. Trends in Mathematics. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-02550-6_10
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DOI: https://doi.org/10.1007/978-3-319-02550-6_10
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Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-319-02549-0
Online ISBN: 978-3-319-02550-6
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