Open Communications in Nonlinear Mathematical Physics (Jun 2023)
Integrable Ito equations and properties of the associated Fokker-Planck equations
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.
Keywords