title: Propagator for the Fokker-Planck equation with an arbitrary diffusion coefficient.
abstract: We consider a general diffusion process that is force-free and the corresponding Fokker-Planck equation with an arbitrary diffusion coefficient. A propagator for the Fokker-Planck equation of the Stratonovich form is obtained based on random walks. The characteristics of the solution are analyzed.
authors: Department of Physics and Astronomy, Shanghai Jiao Tong University, Shanghai 200240, China, and Department of Physics, Taizhou University, Taizhou 318000, China.
authors: Chern
authors: C
authors: Lee
authors: Department of Physics and Astronomy, Shanghai Jiao Tong University, Shanghai 200240, China.
authors: Ka-Di
authors: KD
authors: Zhu
authors: Department of Physics, Taizhou University, Taizhou 318000, China.
authors: Ji-Gen
authors: JG
authors: Chen