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Spectral decomposition of 1D Fokker - Planck differential operator

Igor A. Tanski
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Abstract

We construct spectral decomposition of 1D Fokker - Planck differential operator. This reveal solution of Cauchy problem. We develop fundamental solution of Cauchy problem and compare it with one obtained by other means in our former work [5].

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Igor A. Tanski. 2006-06-12. Spectral decomposition of 1D Fokker - Planck differential operator. https://arxiv.org/abs/nlin/0605002

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