We study the Markov property of processes described by generalized Fokker–Planck equations that are nonlinear with respect to probability densities such as mean field Fokker–Planck equations and Fokker–Planck equations related to generalized thermostatistics. We show that their transient...

Exact time-dependent solutions representing generalized one-dimensional Ornstein–Uhlenbeck processes are derived from nonlinear Fokker–Planck equations and the corresponding diffusion processes are studied. The corresponding systems are related to the Renyi entropy and entropies proposed by...