一类扩散型随机过程的概率密度的确定

Establishment of the Transition Probability Density on a Sort of Stochastic Diffusion Process

本文借助于一系列数学变换和数学物理方程中的特殊函数，确定出一类由扩散型随机过程所描述系统的状态的转移概率密度函数．

With the aids of a series of mathematical transformations and special functions of mathematical physics, the transition probability density on a sort of systems described by stochastic diffusion process is obtained.