Statistical physics IV
PHYS-436
The multivariate Langevin and Fokker Planck Equations, Gillespie, Am. J. Phys. 1996
This page is part of the content downloaded from The multivariate Langevin and Fokker Planck Equations, Gillespie, Am. J. Phys. 1996 on Monday, 30 June 2025, 15:23. Note that some content and any files larger than 50 MB are not downloaded.
Description
This paper discusses the derivation of the Fokker Planck equation in several dimensions using the Kramers Moyal Expansion. The derivations are similar to Ch. 2 Gillespie, Markov Processes.