Drift, diffusion, and third order derivatives in Fokker-Planck equations: one specific case

TL;DR

This paper provides an exact reinterpretation of the third order derivative term in a Fokker-Planck equation using only drift and diffusion, simplifying the understanding of such equations.

Contribution

It introduces a specific case where the third order derivative in a Fokker-Planck equation can be exactly expressed through standard drift and diffusion terms.

Findings

Third order derivative term can be reinterpreted using drift and diffusion.

Simplifies the mathematical understanding of certain Fokker-Planck equations.

Provides a specific case with exact reinterpretation.

Abstract

I present a case where there is an exact re-interpretation for the third order derivative term in a Fokker-Planck equation, purely in terms of ordinary drift and diffusion.