Exact Fokker-Planck equations from stochastic master equations

Chaturvedi, S. ; Gardiner, C. W. ; Walls, D. F. (1976) Exact Fokker-Planck equations from stochastic master equations Physics Letters A, 57 (5). pp. 404-406. ISSN 0375-9601

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Official URL: http://linkinghub.elsevier.com/retrieve/pii/037596...

Related URL: http://dx.doi.org/10.1016/0375-9601(76)90104-3

Abstract

A method for deriving exact Fokker-Planck equations from stochastic master equations by expanding the probability distribution in terms of Poisson distribution is given. It is applied to two non-linear chemical processes to obtain the steady state distributions.

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