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Fokker-Planck probability current
(
J
)
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Probability and statistics
Probability theory
Fokker-Planck equation
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Words: 14
Writing a Fokker-Planck equation as
∂
t
P
=
−
∂
x
J
defines its probability current. For
∂
t
P
=
∂
x
(
g
P
)
+
2
1
∂
x
2
(
h
P
)
,
J
=
−
g
P
−
2
1
∂
x
(
h
P
)
.
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Fokker-Planck equation
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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