Properties of Drift-Diffusion Process

We now illustrate the utility of the above equations by considering situations of stochastic processes where the coefficients A (x) and B(x) in Equations 6.56 and 6.57 are, respectively, constant velocity and constant diffusion coefficient. 

The probability distribution function obeys the simple drift-diffusion equation (Equations 6.25 and 6.63), 

---