Symbol mu

The passage around this formula

…extended it in 1917; the combined equation has carried both names since [ 3 ] . In one dimension it reads $\frac{\partial p(x,t)}{\partial t} = -\frac{\partial}{\partial x}\big[\mu(x,t)\,p(x,t)\big] + \frac{\partial^{2}}{\partial x^{2}}\big[D(x,t)\,p(x,t)\big]$. where the first right-hand term carries the probability density along a deterministic drift $\mu(x,t)$ and the second spreads it by diffusion at rate D(x,t) [ 3 ] . Andrei Kolmogorov arrived at the identical equation independently in 1931, from pure probability theory, as the forward equation governing how the probability distribution of any continuous-time Markov process evolves [ 3 ] .…

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