On a Fokker-Planck equation for wealth distribution
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We study here a Fokker-Planck equation with variable coefficient of diffusion and boundary conditions which appears in the study of the wealth distribution in a multi-agent society [ 2 , 10 , 22 ]. In particular, we analyze the large-time behavior of the solution, by showing that convergence to the steady state can be obtained in various norms at different rates.
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