10.1 Show that the FokkerPlanck equation @P @t 5 2 a @P @x 1 D 2 @2...
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10.1 Show that the FokkerPlanck equation @P @t 5 2 a @P @x 1 D 2 @2 P @x2 has the solution Pðx; tÞ 5 1 ffiffiffiffiffiffiffiffiffiffi 2πDt p e2ðx2aÞ 2=2Dt
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