Lecture

Fokker-Planck Equation: Derivations and Applications

Description

This lecture covers the derivation of the Fokker-Planck equation using Kramer's Moyal expansion, exploring its connection to stochastic differential equations and Wiener processes. It delves into the homogenous and alternative derivations, highlighting their equivalence and applications in various fields.

In MOOCs (2)

Official source

https://mediaspace.epfl.ch/media/0_b0470cg5

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Ontological neighbourhood

Mathematics

Analysis: Differential anaysis

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