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A class of exactly solvable Fokker Planck equations
Authors:M. San Miguel
Affiliation:(1) Departamento de Física Teórica, Universidad de Barcelona, Diagonal 647, Barcelona 28, Spain
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 phgr(q1, ctdot,qn). Some examples are discussed. For a certain subclass, the associated Itô and Stratonovich stochastic differential equations coincide.
Keywords:
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