 ##  [Fokker–Planck Equation](/fokker-planck-equation) 

  ##  [Fokker–Planck Equation](https://natural.quantumdictionary.io/fokker-planck-equation-0) 

  
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**Natural &amp; Formal Sciences Dictionary**

 
Definition

A parabolic partial differential equation that describes the time evolution of the probability density function of the state of a stochastic process, typically the diffusion limit of a stochastic differential equation's law.

 
 ##  [Fokker–Planck Equation](https://mathlogic.quantumdictionary.io/fokker-planck-equation-1) 

  
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- Natural &amp; Formal Sciences -

**Mathematics &amp; Logic Dictionary**

 
Definition

A partial differential equation (also called the forward Kolmogorov equation) that governs the time evolution of the probability density function of a Markov diffusion process by encoding drift and diffusion (noise) terms.