The linear variety of this equation can be used to model Orenstein-Uhlenbeck processes.
The linear variety of this equation can be used to model Orenstein-Uhlenbeck processes. Long range interpartcle forces were used by Montgomery and Tidman to derive this result, and Rosenbluth, MacDonald, and Judd are responsible for another derivation applicable to plasmas. (*) Pawula's theorem involves a contradiction of the positivity of the distribution function when this equation has finite derivatives greater than 2. One of its namesakes derived it using jump moments, and the Smoluchowski equation is a generalization of this equation which describes diffusion in inhomogenous systems. It is equivalent to the Langevin equation when considering white Gaussian noise, and in the limit of large time intervals with constant stochastic term, it can be used to model Brownian motion. For 10 points, name this class of differential equations used to describe the time evolution of a particle's probability density function.
The linear variety of this equation can be used to model Orenstein-Uhlenbeck processes.
{Fokker}-{Planck} equation [accept {forward Kolmogorov equation}]