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A stochastic process is a random process evolving with time , i.e., a time sequence representing the evolution of some system represented by a variable whose change is subject to a random variation.

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Fokker-Planck linear potential

I am struggling with finding a solution to the following Fokker Planck equation with linear potential: $$\partial_{t}P(x,t)=k\partial_{x}P(x,t)+D\partial_{x}^{2}P(x,t)$$ Can anyone help me please? …
Umberto Tomasini's user avatar