 Multivariate Fokker-Planck probability current

ID: multivariate-fokker-planck-probability-current

For

\partial_{t} P = - \partial_{i} (A_{i} P) + \frac{1}{2} \partial_{i} \partial_{j} (B_{ij} P),

J_{i} = A_{i} P - \frac{1}{2} \partial_{j} (B_{ij} P),

\partial_{t} P + \partial_{i} J_{i} = 0

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