The Exact Solution of the Cauchy Problem for a generalized "linear" vectorial Fokker-Planck Equation - Algebraic Approach

Physics – Mathematical Physics

Scientific paper

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6 pages, latex, no figures; new e-mail address added; typos corrected in formulae (6) and (7)

Scientific paper

The exact solution of the Cauchy problem for a generalized "linear" vectorial
Fokker-Planck equation is found using the disentangling techniques of R.
Feynman and algebraic (operational) methods. This approach may be considered as
a generalization of the Masuo Suzuki's method for solving the 1-dimensional
linear Fokker-Planck equation.

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