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On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
Gaussian processes Fokker-Planck-Kolmogorov equations
2010/11/18
This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion with time-dependent ...
Transformations of ordinary differential equations via Darboux transformation technique
ordinary differential equations Darboux transformation technique
2010/11/1
A new approach for obtaining the transformations of solutions of nonlinear ordinary differential equations representable as the compatibility condition of the overdetermined linear systems is propose...