Solution of the Fokker-Planck equation with spatial coordinate-dependent moments

The solution of the Fokker-Planck equation with spatial coordinate-dependent moments is given in the form of the path integral, involving the conditional probability expressed in terms of the moments at the “postpoint”. It is easily seen that it satisfies the Fokker-Planck equation.

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Year of publication:	1980
Authors:	Morita, T. ; Hara, H.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 101.1980, 1, p. 283-288
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011063557