Fundamental solution of Fokker - Planck equation

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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).
8 pages, PDF

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Exactly Solvable and Integrable Systems, Chaotic Dynamics

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http://salesiana.dossiersoluciones.com/handle/123456789/157897

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/nlin/0407007
 http://arxiv.org/abs/nlin/0407007

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arXiv