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Fokker-Planck drift vector (Ai​=∑r​ri​W(x,r))

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Fokker-Planck equation
2026-10-06  0 By others on same topic  0 Discussions Create my own version
The drift vector is the expected infinitesimal displacement per unit time. For jumps r with rates W(x,r), it is Ai​(x)=∑r​ri​W(x,r). It is the first jump moment entering the Fokker-Planck equation.

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  • Past exam of the mathematics course of the University of Cambridge / 2015 / ii / Paper 4 / 11E / c / Solution

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