Similarity transformations approach for a generalized Fokker-Planck equation

Physics – Data Analysis – Statistics and Probability

Scientific paper

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8 pages, no figures

Scientific paper

10.1209/epl/i2001-00479-1

By using similarity transformations approach, the exact propagator for a
generalized one-dimensional Fokker-Planck equation, with linear drift force and
space-time dependent diffusion coefficient, is obtained. The method is simple
and enables us to recover and generalize special cases studied through the Lie
algebraic approach and the Green function technique.

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