A transformed path integral approach for solution of the Fokker-Planck equation (Q1691864)

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A transformed path integral approach for solution of the Fokker-Planck equation
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    A transformed path integral approach for solution of the Fokker-Planck equation (English)
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    25 January 2018
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    Fokker-Planck equation
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    stochastic differential equations
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    uncertainty propagation
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    short-time propagator
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    path integral
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