Analyze the dynamics of diffusion processes using stochastic differential equations, Fokker-Planck equations, first-passage time distributions, and parameter sensitivity analysis. Use when deriving probability density evolution for a continuous-time diffusion process, computing mean first-passage times for bounded diffusion, analyzing how drift and diffusion parameters affect process behavior, or validating closed-form solutions against stochastic simulation.
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pjt222/agent-almanac422026年10月15日 更新