NT & RP Journal
STOCHASTIC MODELS OF HEAT AND NUCLEAR PARTICLE TRANSFER BASED ON GENERALIZED EQUATION OF FOKKER-PLANCK-KOLMOGOROV
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Vol. XXXI, No. 4, Pp. 307-392
December 2016
UDC 621.039+614.876:504.06
ISSN 1451-3994

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Pages: 335-338

Authors:
Igor A. Soloviev and Diana Ć. Dolićanin-Djekić

Abstract
Stochastic differential equations are proposed on the basis of generalized Fokker-Planck- -Kolmogorov equation. From the statements of boundary and initial value problems for probabilistic density, dispersion and differential entropy the conditions for stability of solutions and changes in scenarios of development of random phenomena of heat and nuclear particle transfer are obtained.

Key words: stochastic differential equation, dispersion, stability of the solution

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