 Kramers–Moyal expansion (source code)

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= Kramers–Moyal expansion
{wiki=Kramers–Moyal_expansion}

The Kramers–Moyal expansion is a mathematical framework used in stochastic processes, particularly in the context of describing the dynamics of systems subjected to random influences. It provides a way to derive the Fokker-Planck equation, which governs the time evolution of the probability density function of a stochastic variable. **Key concepts of the Kramers-Moyal expansion:** 1.

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