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A geometric insight into the Fokker-Planck equation

Affiliation:	1. Department of Mathematics, Massachusetts Institute of Technology, 77 Massachusetts ave., Cambridge, MA 02139, USA;2. Institute for Information Transmission Problems, Bolshoy Karetny per. 19, Moscow, 127994, Russia;1. Lebedev Physics Institute, Moscow 119991, Russia;2. ITEP, Moscow 117218, Russia;3. Institute for Information Transmission Problems, Moscow 127994, Russia;1. Lebedev Physics Institute, Moscow 119991, Russia;2. ITEP, Moscow 117218, Russia;3. National Research Nuclear University MEPhI, Moscow 115409, Russia;4. Institute for Information Transmission Problems, Moscow 127994, Russia

Abstract:	The introduction of an extended evolution space allows to give an intrinsic formulation of the Fokker-Planck equation and makes clear its structural invariance under the chronoprojective geometry. Symmetry algebras and solutions in time dependent parabolic external fields are deduced.

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