 First two moments of a multivariate Fokker-Planck equation

ID: first-two-moments-of-a-multivariate-fokker-planck-equation

\frac{d}{d t} ⟨ X_{k} ⟩ = ⟨ A_{k} ⟩, \frac{d}{d t} ⟨ X_{k} X_{l} ⟩ = ⟨ X_{l} A_{k} + X_{k} A_{l} + B_{k l} ⟩ .

 New to topics? Read the docs here!