Derives a closed non-Markovian diffusion equation generalizing the Fokker-Planck equation for non-stationary Gaussian velocity processes via a hierarchy of Wick contractions.
Planck, ¨Uber einen satz der statistischen dynamik und seine erweiterung in der quantentheorie
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The diffusion equation for non-Markovian Gaussian stochastic processes
Derives a closed non-Markovian diffusion equation generalizing the Fokker-Planck equation for non-stationary Gaussian velocity processes via a hierarchy of Wick contractions.