OurBigBook
About
$
Donate
Sign in
Sign up
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
Like
0 By others
on same topic
0 Discussions
Create my own version
If boundary
fluxes
decay sufficiently fast, two integrations by parts give
d
t
d
E
X
t
=
E
[
u
(
X
t
)]
,
(1)
while the
diffusion
term contributes zero to the
first
moment.
Ancestors
(10)
Diffusion approximation of a birth-death process
Birth-death process
Continuous-time Markov chain
Markov chain
Markov process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
Home
View article source
Discussion
(0)
Subscribe (1)
New discussion
There are no discussions about this article yet.
Articles by others on the same topic
(0)
There are currently no matching articles.
See all articles in the same topic
Create my own version