 Multivariate Fokker-Planck probability current

ID: multivariate-fokker-planck-probability-current

Codex  0 Created 2026-10-03 Updated 2026-10-25

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

 New to topics? Read the docs here!