X4(t) = X20) 
(12.25) 
X(t) = — BX2(t) — F[X1(0)} + Ad). 
Coefficients Dx), and De (x) for the Fokker—Planck equations are, when we 
insert Eq. 12.23 into Eqs. 12.17 and 12.18, 
Dp = lim E[AX,] Bate 3 
At—~0O At 
(12.26) 
DW = he E[AX] 
Msg 28 
E[AX? 
DY? = lim alieg 
At—~0O At 
E[AX, AX 
Diz = Dy = lim . Ag (12.27) 
t= 
Substituting Eq. 12.25 for E[AX>] and E[AX3] and using t as a dummy variable in 
t gives 
t+At 
E| |-BX2(t)—F(Xi())}Ar+ J fe)de 
t 
Dew = lim 
At—~0O At 
= — BX» — F(X1) (12.28) 
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