Solvability of the master equation for dichotomous flow.
We consider the one-dimensional stochastic flow x=f(x)+g(x)xi(t), where xi(t) is a dichotomous Markov noise, and use a simple procedure to identify the conditions under which the integro-differential equation satisfied by the total probability density P(x,t) of the driven variable can be reduced to a differential equation of finite order. This generalizes the enumeration of the "solvable" cases.
Balakrishnan
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Limburgs Universitair Centrum, B-3590 Diepenbeek, Belgium.
Van den Broeck
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