# Semimartingales from the Fokker-Planck Equation

## Abstract

We show the existence of a semimartingale of which one-dimensional marginal distributions are given by the solution of the Fokker-Planck equation with the pth integrable drift vector (p > 1)

- Authors:

- Department of Mathematics, Hokkaido University, Sapporo 060-0810 (Japan), E-mail: mikami@math.sci.hokudai.ac.jp

- Publication Date:

- OSTI Identifier:
- 21067423

- Resource Type:
- Journal Article

- Resource Relation:
- Journal Name: Applied Mathematics and Optimization; Journal Volume: 53; Journal Issue: 2; Other Information: DOI: 10.1007/s00245-005-0844-z; Copyright (c) 2006 Springer; www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA)

- Country of Publication:
- United States

- Language:
- English

- Subject:
- 71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; DISTRIBUTION; FOKKER-PLANCK EQUATION; INTEGRAL CALCULUS; MATHEMATICAL SOLUTIONS; ONE-DIMENSIONAL CALCULATIONS; VECTORS

### Citation Formats

```
Mikami, Toshio.
```*Semimartingales from the Fokker-Planck Equation*. United States: N. p., 2006.
Web. doi:10.1007/S00245-005-0844-Z.

```
Mikami, Toshio.
```*Semimartingales from the Fokker-Planck Equation*. United States. doi:10.1007/S00245-005-0844-Z.

```
Mikami, Toshio. Wed .
"Semimartingales from the Fokker-Planck Equation". United States.
doi:10.1007/S00245-005-0844-Z.
```

```
@article{osti_21067423,
```

title = {Semimartingales from the Fokker-Planck Equation},

author = {Mikami, Toshio},

abstractNote = {We show the existence of a semimartingale of which one-dimensional marginal distributions are given by the solution of the Fokker-Planck equation with the pth integrable drift vector (p > 1)},

doi = {10.1007/S00245-005-0844-Z},

journal = {Applied Mathematics and Optimization},

number = 2,

volume = 53,

place = {United States},

year = {Wed Mar 15 00:00:00 EST 2006},

month = {Wed Mar 15 00:00:00 EST 2006}

}

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