Stationary density for a Fokker-Planck equation
ID: stationary-density-for-a-fokker-planck-equation
A probability density left unchanged by the Fokker-Planck equation . Equivalently its Fokker-Planck probability current has zero divergence; the current itself need not vanish. For the Ornstein-Uhlenbeck Fokker-Planck equation, the normalized standard Gaussian density has zero current and is stationary.
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