Geodesic
On solutions to Fokker--Planck equations
Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory, Optimal control, Tome 178 (2020), pp. 102-111.

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In this paper, we find necessary and sufficient conditions for existence of a transformation of independent spatial variables that transforms the Fokker–Planck equation to an equation with constant coefficients. Using these conditions, we calculate explicit solutions for two-dimensional Fokker–Planck equations. Our motivation comes from applications in image processing, where the Fokker–Planck equation typically describes blurring processes.
Keywords: second-order partial differential operator, jet bundle, differential invariant, equivalence problem. 
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A. P. Mashtakov; V. A. Yumaguzhin; V. N. Yumaguzhina. On solutions to Fokker--Planck equations. Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory, Optimal control, Tome 178 (2020), pp. 102-111. http://geodesic.mathdoc.fr/item/INTO_2020_178_a7/

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