Fokker-Planck equation
From Encyclopedia of Mathematics
The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.
An equation for the density of the transition function describing a continuous Markov process of diffusion type. The Fokker–Planck equation is the same as the forward (or direct) Kolmogorov equation. See also Diffusion process.
How to Cite This Entry:
Fokker-Planck equation. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Fokker-Planck_equation&oldid=22433
Fokker-Planck equation. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Fokker-Planck_equation&oldid=22433