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Results tagged with statistical-physics
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user 515206
The study of physical systems using probabilistic reasoning, especially relating small-scale classical mechanics to large-scale thermodynamics.
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Fokker Planck equation in the Stratonovich approach
I'm a physics master student and I have difficulties understanding how to derive the Fokker Planck equation from the Stratonovich SDE.
With the Ito SDE it is simple since the noise is independent of $ …
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