3.4. Use the FokkerPlanck equation to investigate the steady state PDFs for the following stochastic processes: 1.

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3.4. Use the Fokker–Planck equation to investigate the steady state PDFs for the following stochastic processes:

1. dX = (2X−X2)dt+XdW for X(t) ≥ 0 ;

2. dX = (3X−2X2)dt+2XdW for X(t) ≥ 0 ;

3. dX = β



1+X2dW ;

4. dX=−Xdt+



1+X2dW ;

5. dX = Xdt+(1+X2)dW ;

6. dX=−Xdt+

2(1+X2)1/4dW .

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