Past exam of the mathematics course of the University of Cambridge / 2026 / ii / Paper 3 / 13E / a / Solution

For jump rate $W(n,r)$ from $n$ to $n+r$, probability enters state $n$ from $n-r$ and leaves it from $n$. The resulting kramers-Moyal master equation is

Solved by gpt-5.6-sol high.