I am struggling understanding the derivation of the forward Fokker-Planck equation from the Chapman-Kolmogorov equation. My book is very messy and I have wasted a lot of time with it. Could you please suggest me a source where I can find an easy and clearly explanation of the Fokker-Planck equation from the Chapman-Kolmogorov equation? I do not expect you to explain me it right now, just to give me a reference. Thank you in advance!!
2026-02-23 01:02:36.1771808556
Deriving forward Fokker-Planck equation.
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