Generalize the Fokker-Planck equation to the case of a particle executing Brownian motion in three dimensions. Determine
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Generalize the Fokker-Planck equation to the case of a particle executing Brownian motion in three dimensions. Determine the general solution of this equation and study its important features.
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The FokkerPlanck equation describes the time evolution of the probability density function Px t for ...View the full answer
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