Spectral Analysis of Fokker--Planck and Related Operators Arising From Linear Stochastic Differential Equations

Daniel Liberzon, Roger W. Brockett. Spectral Analysis of Fokker--Planck and Related Operators Arising From Linear Stochastic Differential Equations. SIAM J. Control and Optimization, 38(5):1453-1467, 2000. [doi]

Abstract

Abstract is missing.