Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
Lecture
Fokker Planck Equation: Transition Probability and SDE
Description
This lecture covers the Fokker Planck equation, focusing on the transition probability and the Stochastic Differential Equation (SDE). It explains the computation and properties of the transition probability, illustrating how it obeys certain rules. The lecture delves into the details of the SDE process and its relation to the Fokker Planck equation, providing insights into the probabilistic nature of the system.
Official source
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.