ABSTRACT
We again note that Langevin equations written for observables (– operators in quantum mechanics) conform to the Heisenberg view. On the other hand, an entity that embodies the wave function of the Schrödinger picture is the von Neumann density operator, usually denoted by t( )ρ , whose classical counterpart is the probability distribution function (pdf) discussed earlier. It is helpful to introduce a formalism for the pdf completely at par with the Langevin description. The resultant Fokker-Planck (FP) equations serve as the subjects of this chapter. The simplest FP equation can be derived from the master equation (2.25) for a stationary Markov process, as shown below (Agarwal 1983, Risken 1996).
