Can anyone comment on the derivation of the Fokker-Planck Equation for a stochastic differential equation?

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Mehmet Yavuz

Dear Mantas Gabrielaitis,

Thank you very much for your answer to my question, I investigated your answer and this answer is enough for now, but associated with other versions of the FP equation will give you information, see you as soon as possible...

Antonio Prados

Dear Mehmet

I understand that you are interested in the derivation of the Fokker-Planck equation and its relation to the Langevin description. From a physical standpoint, van Kampen's book "Stochastic Processes in Physics and Chemistry" is a key text. I would definitely recommend reading it to anyone starting a career in statistical physics.