books.google.com - This book deals with the derivation of the Fokker-Planck equation, methods of solving it and some of its applications. Various methods such as the simulation method, the eigenfunction expansion, numerical integration, the variational method, and the matrix continued-fraction method are discussed. This...http://books.google.com/books/about/The_Fokker_Planck_equation.html?id=MG2V9vTgSgEC&utm_source=gb-gplus-shareThe Fokker-Planck equation
