The Exact Solution of the Cauchy Problem for a generalized "linear" vectorial Fokker-Planck Equation - Algebraic Approach
A. A. Donkov, A. D. Donkov, E. I. Grancharova
Abstract
The exact solution of the Cauchy problem for a generalized "linear" vectorial Fokker-Planck equation is found using the disentangling techniques of R. Feynman and algebraic (operational) methods. This approach may be considered as a generalization of the Masuo Suzuki's method for solving the 1-dimensional linear Fokker-Planck equation.
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