# Tagged Questions

**0**

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### probability distribution for several variables

The Fokker-Planck equation for several variables is :
$\frac{\partial W}{\partial t} = L_{FP}W$
where
$L_{FP} = -\frac{\partial}{\partial x_i}D_i(\{x\})+\frac{\partial^2}{\partial x_i \partial ...

**9**

votes

**2**answers

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### Convergence and non-convergence of left-point and mid-point Riemann sums

In standard calculus it is a well known fact that left-point and mid-point Riemann sums do become equal in the limit. When it comes to stochastic integration this is no longer the case. Taking the ...