paper

The Exact Solution of the Cauchy Problem for a generalized "linear" vectorial Fokker-Planck Equation - Algebraic Approach

arXiv:math-ph/9807009 · doi:10.1134/1.1490101

Abstract

The exact solution of the Cauchy problem for a generalized "linear" vectorial Fokker-Planck equation is found using the disentangling techniques of R. Feynman and algebraic (operational) methods. This approach may be considered as a generalization of the Masuo Suzuki's method for solving the 1-dimensional linear Fokker-Planck equation.

6 pages, latex, no figures; new e-mail address added; typos corrected in formulae (6) and (7)