Similarity transformations approach for a generalized Fokker-Planck equation
arXiv:physics/0112002 · doi:10.1209/epl/i2001-00479-1
Abstract
By using similarity transformations approach, the exact propagator for a generalized one-dimensional Fokker-Planck equation, with linear drift force and space-time dependent diffusion coefficient, is obtained. The method is simple and enables us to recover and generalize special cases studied through the Lie algebraic approach and the Green function technique.
8 pages, no figures