Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 3 / 13C / b

Integrating the continuity equation over state space and applying the divergence theorem givesAssume the probability density function and its derivatives decay sufficiently rapidly at infinity, or impose a zero-flux boundary condition. The boundary integral then vanishes, so $\int PdV$ is constant. Since it is initially one, the distribution remains normalized for all time.