Abstract
A Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach are considered. From this Fokker-Planck equation a class of exact solutions with the same spatial drift and diffusion coefficients is obtained. Furthermore, some details of this system are analyzed by using the spatial diffusion coefficient D(x) = sqrt[D]|x|(-θ/2).
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