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Mean drift from a Fokker--Planck equation

If boundary fluxes decay sufficiently fast, two integrations by parts give
(129)
while the diffusion term contributes zero to the first moment.

Ancestors (9)

  1. Diffusion approximation of a birth-death process
  2. Birth-death process
  3. Continuous-time Markov chain
  4. Markov chain
  5. Probability theory
  6. Probability and statistics
  7. Area of mathematics
  8. Mathematics
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