Abstract
The systems described by the Fokker-Planck equation (FPE) with time-dependent drift and diffusion coefficients are considered. It is shown that for periodic in time drift and diffusion there exists a periodic solution of the FPE such that any other solution of this equation tends to the periodic one fort→∞. Some method of solution of the FPE using elements of exponential family of probability distributions is proposed. GeneralisedH-theorem for exponential solutions of the FPE is fulfiled. Stability properties of exponential solutions are investigated.
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