Integrable Ito equations and properties of the associated Fokker-Planck equations
- Resource Type
- Working Paper
- Authors
- Gaeta, Giuseppe; Rodriguez, Miguel Angel
- Source
- Open Communications in Nonlinear Mathematical Physics, Volume 3 (June 21, 2023) ocnmp:11380
- Subject
- Mathematical Physics
Nonlinear Sciences - Exactly Solvable and Integrable Systems
- Language
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.
Comment: 24 pages, no figures