Toggle navigation sidebar
Toggle in-page Table of Contents
Fokker-Planck – Intro
A brief, opinionated introduction to the Fokker-Planck equation
Introduction
Derivation of Fokker-Planck equation (Kramers-Moyal expansion)
Relating FPE to SDEs
Standard solutions
The Fokker-Planck equation: transporting probabilities
References
repository
open issue
Index