The Fokker-Planck equation: methods of solution and applications H. Risken
Publisher: Springer-Verlag

We shall also solve the heat equation with different conditions imposed. The general method of solution will be the same. The Laplace Transform Solutions of PDE. The example we will present later is a Fokker-Plank equation. A nice and brief introduction into stochastioc processes. Van Kampen", "The Fokker-Planck Equation: Methods of Solution and Applications by Hannes Risken". Risken, The Fokker-Planck Equation: Methods of Solution and Applications, Springer, 1995. If I could produce an equivalent solution by applying the Maximum Entropy Principle directly to the Fokker-Planck equation, then this would give a better foundation for the "inspection" result above. "Nonequilibrium Statistical Mechanics by Robert Zwanzig", "Stochastic Processes in Physics and Chemistry by N. ISSN 0172-7389, ISBN 3-540-50498-2. The heat, wave and Laplace equations by Fourier transforms. We shall solve the classic PDE's. In can be very annoying in the literature if someone uses a Fourier transform with out stating which one.