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

• mathematical physics
• nonlinear sciences - exactly solvable and integrable systems