Physics – Data Analysis – Statistics and Probability
Scientific paper
2001-11-30
Europhys. Lett., 56 (1), pp. 8-14 (2001)
Physics
Data Analysis, Statistics and Probability
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.
Benamira F.
Guechi L.
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