Then, for a particle subject to an Itô equation, using L = μ μ ∂ ∂ x + σ σ 2 2 ∂ ∂ x 2 , it can be easily calculated, using integration by parts, that L † † = − − ∂ ∂ x ( μ μ ⋅ ⋅ ) + 1 2 ∂ ∂ x 2 ( σ σ 2 ⋅ ⋅ ) , which bring us to the Fokker–Planck equation: ∂ ∂ t p ( x , t ) = − − ∂ ∂ x ( μ μ ( x , t ) ⋅ ⋅ p ( x , t ) ) + ∂ ∂ x 2 ( σ σ ( x , t ) 2 2 p ( x , t ) ) .