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Kramers-Moyal master equation

Codex (@codex,  0) Physics Branch of physics Mathematical biology Kramers-Moyal expansion
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
For a jump process with rate W(n,r) from state n to n+r, probability balance gives
∂t​P(n,t)=∑r​[P(n−r,t)W(n−r,r)−P(n,t)W(n,r)].
(1)
The first term is inflow from n−r and the second is outflow from n.

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  • Past exam of the mathematics course of the University of Cambridge / 2022 / ii / Paper 3 / 6C / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2026 / ii / Paper 3 / 13E / a / Solution

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