Fokker–Planck equation

Concept

A partial differential equation that describes the time evolution of the probability density function of the position of a particle under the influence of fluctuating forces, used in SDE derivation.

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Stanford CME296 Diffusion & Large Vision Models | Spring 2026 | Lecture 2 - Score matching

Stanford CME296 Diffusion & Large Vision Models | Spring 2026 | Lecture 2 - Score matching

Stanford Online

A partial differential equation that describes the time evolution of the probability density function of the position of a particle under the influence of fluctuating forces, used in SDE derivation.