Stationary density for a Fokker-Planck equation (source code)

= Stationary density for a Fokker-Planck equation
{title2=$L^*\rho=0$}

A <probability density> left unchanged by the <Fokker-Planck equation> $\partial_tf=L^*f$. Equivalently its <Fokker-Planck probability current> has zero <divergence>; the current itself need not vanish. For the <Ornstein-Uhlenbeck Fokker-Planck equation>, the normalized standard <Gaussian density> has zero current and is stationary.