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A unified approach for the solution of the Fokker-Planck equation. (English) Zbl 0988.82047

MSC:
82C80 Numerical methods of time-dependent statistical mechanics (MSC2010)
82C31 Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
91G80 Financial applications of other theories
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