Abstract

The class of Fokker-Planck equations considered in this paper bridges the gap between the generalized Verhulst-Landau process and the Rayleigh process, which were apparently unrelated up to now. The equations are solved analytically for the transition probability density function of the underlying stochastic processes. The solution method uses operational calculus, and simultaneously produces all components of the spectral problem: spectrum, eigenfunctions, and their normalization. The general results obtained are benchmarked with the known results for the above-mentioned processes by inserting suitable parameters.

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