A class of exactly solvable Fokker Planck equations |
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Authors: | M. San Miguel |
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Affiliation: | (1) Departamento de Física Teórica, Universidad de Barcelona, Diagonal 647, Barcelona 28, Spain |
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Abstract: | ![]() A class of nonlinear,n-dimensional Fokker Planck equations with exact time dependent solution is presented. An equation of this class can be obtained from any function (q1, ,qn). Some examples are discussed. For a certain subclass, the associated Itô and Stratonovich stochastic differential equations coincide. |
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Keywords: | |
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