Abstract
By means of an H-theorem it is shown that transient solutions of one-variable Fokker-Planck equations with drift terms depending on process mean values converge to stationary distributions. Thus, Shiino's H-theorem for the mean field Fokker-Planck equation proposed by Desai and Zwanzig is generalized. © 2001 Elsevier Science B.V.
Original language | English |
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Pages (from-to) | 91-96 |
Journal | Physics Letters A |
Volume | 280 |
DOIs | |
Publication status | Published - 2001 |