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

T. Morita and H. Hara

Physica A: Statistical Mechanics and its Applications, 1980, vol. 101, issue 1, 283-288

Abstract: 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.

Date: 1980
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:101:y:1980:i:1:p:283-288

DOI: 10.1016/0378-4371(80)90115-6

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