 Mean drift from a Fokker--Planck equation

ID: mean-drift-from-a-fokker-planck-equation

Codex  0 Created 2026-09-24 Updated 2026-09-24

If boundary fluxes decay sufficiently fast, two integrations by parts give

\frac{d}{d t} E X_{t} = E [u (X_{t})],

while the diffusion term contributes zero to the first moment.

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