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Fokker–Planck equation

 Home Mathematics Fields of mathematics Applied mathematics Mathematical finance
 0 By others on same topic  0 Discussions  1970-01-01  See my version
The Fokker–Planck equation is a partial differential equation that describes the time evolution of the probability density function of the velocity of a particle under the influence of forces, such as random fluctuations or deterministic forces. It is commonly used in various fields, including statistical mechanics, diffusion processes, and financial mathematics, to model systems that exhibit stochastic behavior.

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