Fundamental solution of Fokker - Planck equation

2004/07/04 by Igor A. Tanski, Tanski, Igor A.
Physics and Astronomy · #Chaotic Dynamics (nlin.CD) #Exactly Solvable and Integrable Systems (nlin.SI) #FOS: Physical sciences #nlin.CD #nlin.SI

paper · pdf · doi:10.48550/arxiv.nlin/0407007

8 pages, PDF

arxiv created 2008/04/02 · arxiv updated 2009/12/01

Abstract

Fundamental solution of Fokker - Planck equation is built by means of the Fourier transform method. The result is checked by direct calculation. Changes: missed factor in (29), (30), corrected (31), (35), removed former (36), added explanation on prolonged operators (45), (46), (47).

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