Exact solution of the Fokker-Planck equation for a broad class of diffusion coefficients.
作者： Kwok Sau Fa
DOI: 10.1103/PHYSREVE.72.020101
关键词: Probability distribution 、 Multiplicative noise 、 Fokker–Planck equation 、 Simple function 、 Mathematical analysis 、 Mathematics 、 Stochastic differential equation 、 Exact solutions in general relativity 、 Discretization 、 Langevin equation
摘要: We consider the Langevin equation with a multiplicative noise term that depends on time and space. The corresponding Fokker-Planck equation in the Stratonovich approach is …
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