Fokker-Planck 方程(Fokker-Planck Equation):∂pt(x)∂t=−∇x(f(x,t)pt(x))+12g(t)2∇x2pt(x)\color{red}{\boxed{\frac{\partial p_t(x)}{\partial t}=-\nabla_x(f(x,t)p_t(x))+\frac12g(t)^2\nabla_x^2p_t(x)}}