Fundamental solution of Fokker - Planck equation

Details Fundamental solution of Fokker - Planck equation Fundamental solution of Fokker - Planck equation

2004-07-04

arxiv.org/abs/nlin/0407007v2

Nonlinear Sciences

Exactly Solvable and Integrable Systems

8 pages, PDF

Scientific paper

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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