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The Fokker-Planck equation: methods of solution and applications H. Risken
Publisher: Springer-Verlag

The main method of solution is by use of the Fokker-Planck equation (b), which provides a deterministic equation satisfied by the time dependent probability density. IntJ.Nomnline.Mech71.pdf * Bluman, G, Applications of the general similarity solution of the heat equation to boundary value problems, Quarterly Appl. Van Kampen", "The Fokker-Planck Equation: Methods of Solution and Applications by Hannes Risken". Other techniques, such as path integration have also been used, What is important in this application is that the Fokker–Planck equation can be used for computing the probability densities of stochastic differential equations. Risken, The Fokker-Planck Equation: Methods of Solution and Applications Springer-Verlag | 1989 | ISBN: 0387504982 | 472 pages | PDF | 2,6 MB The. "Nonequilibrium Statistical Mechanics by Robert Zwanzig", "Stochastic Processes in Physics and Chemistry by N. The Fokker-Planck Equation: Methods of Solution and Applications (Springer Series in Synergetics) H. The Fokker-Planck Equation: Methods of Solution and Applications. Nonlinear Mech., 6 (1971), 143-153. Bluman, G, Similarity solutions of the one-dimensional Fokker-Planck equation, Internat.