Fokker-Planck diffusion matrix ($B_{ij}={\sum }_r{r}_i{r}_{j}W(x,r)$)

The diffusion matrix is the infinitesimal second jump moment, $B_{ij}(x)={\sum }_r{r}_i{r}_{j}W(x,r)$. It is symmetric and positive semidefinite and multiplies the second-derivative term of the Fokker-Planck equation.