Nguyen Tien Khiem
A new approach to solving the stationary Fokker-Planck-Kolmogorov equation for a randomly oscillating nonlinear system
Ukr. Mat. Zh. - 1992. - 44, № 8. - pp. 1123–1129
It is shown that the Fokker-Planck-Kolmogorov equation in terms of amplitude and phase may, in the stationary case, be reduced to a first order partial differential equation which we call the stationary reduced Fokker-Planck-Kolmogorov. A method for approximate solution of the reduced equation is presented which does not need assumptions on the smallness of nonlinearity of a system and intensity of random influences.
A class of nonlinear oscillational systems admitting exact solution of the Fokker-Planck-Kolmogorov equation
Ukr. Mat. Zh. - 1991. - 43, № 10. - pp. 1383–1388
Ukr. Mat. Zh. - 1991. - 43, № 9. - pp. 1193–1201
Ukr. Mat. Zh. - 1983. - 35, № 2. - pp. 227—234