Mk. Kharrasov, ASYMPTOTIC-BEHAVIOR OF SOLUTIONS OF FOKKER-PLANCK EQUATION AT LARGE TIMES, Theoretical and mathematical physics, 97(1), 1993, pp. 1186-1190
A study is made of the asymptotic behavior of the fundamental solution
of the Fokker-Planck equation in the neighborhood of a singular point
of a deterministic system at large and small values of the time, and
corresponding estimates are found. It is shown that the presence of mu
ltiple eigenvalues of the linearization matrix at the singular point o
f deterministic systems of equations has a strong influence on the asy
mptotic behavior of the solutions at large times.