Abstract
Starting from an intrinsic Langevin equation, we give a geometrical derivation of the Fokker-Planck equation. We also present a method for obtaining a stationary distribution and for deriving potential conditions when the diffusion matrix is singular.
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Masoliver, J., Garrido, L. & Llosa, J. Geometrical derivation of the intrinsic Fokker-Planck equation and its stationary distribution. J Stat Phys 46, 233–248 (1987). https://doi.org/10.1007/BF01010343
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DOI: https://doi.org/10.1007/BF01010343