Fokker-Planck equation
From Encyclopedia of Mathematics
Revision as of 18:52, 24 March 2012 by Ulf Rehmann (talk | contribs) (moved Fokker–Planck equation to Fokker-Planck equation: ascii title)
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=11871
Fokker-Planck equation. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Fokker-Planck_equation&oldid=11871