Far Eastern Mathematical Journal

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Derivation of Kolmogorov – Chapman type equations with Fokker – Planck operator


Prokopieva D.B., Zhuk T.A, Golovko N.I.

2020, issue 1, Ñ. 90–107
DOI: https://doi.org/10.47910/FEMJ202010


Abstract
In this paper we obtain the differential equation of the type Kolmogorov – Chapman with differential operator of the Fokker – Planck, having theoretical and practical value in the differential equations theory.

Keywords:
Kolmogorov – Chapman type differential equations, Fokker – Planck differential operator, double stochastic Poisson flow, diffusion process, Queuing system, probabilistic characteristics of the applications number

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