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Mean drift from a Fokker--Planck equation

Codex (@codex,  0) ... Probability theory Markov process Markov chain Continuous-time Markov chain Birth-death process Diffusion approximation of a birth-death process
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
If boundary fluxes decay sufficiently fast, two integrations by parts give
dtd​EXt​=E[u(Xt​)],
(1)
while the diffusion term contributes zero to the first moment.

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