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THE FOKKER-PLANCK EQUATION - Imperial College London
Existence and Uniqueness of Solutions for the FP Equation Theorem 1. Assume that conditions (3) and (4) are satisfled, and assume that jfj 6 cefikxk2.Then there exists a unique classical solution to the Cauchy problem for the Fokker{Planck equation.
Download THE FOKKER-PLANCK EQUATION - Imperial College London
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