منابع مشابه
The Fractional Chapman Kolmogorov Equation
The Chapman–Kolmogorov equation with fractional integrals is derived. An integral of fractional order is considered as an approximation of the integral on fractal. Fractional integrals can be used to describe the fractal media. Using fractional integrals, the fractional generalization of the Chapman–Kolmogorov equation is obtained. From the fractional Chapman–Kolmogorov equation, the Fokker–Pla...
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The Chapman-Kolmogorov equation with fractional integrals is derived. An integral of fractional order is considered as an approximation of the integral on fractal. Fractional integrals can be used to describe the fractal media. Using fractional integrals, the fractional generalization of the Chapman-Kolmogorov equation is obtained. From the fractional Chapman-Kolmogorov equation, the Fokker-Pla...
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We prove that a finite-difference centered approximation for the Kolmogorov equation in the whole space preserves the decay properties of continuous solutions as t → ∞, independently of the mesh-size parameters. This is a manifestation of the property of numerical hypo-coercivity and it holds both for semi-discrete and fully discrete approximations. The method of proof is based on the energy me...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1961
ISSN: 0003-4851
DOI: 10.1214/aoms/1177704871