Question: 9.4 Use a finite-differences approximation to the FPK equation for the model given in Equation (9.124): (a) Select the same basis as in Example 9.20

9.4 Use a finite-differences approximation to the FPK equation for the model given in Equation (9.124): (a) Select the same basis as in Example 9.20 and write out the evolution equation. (b) Solve it numerically and sketch the evolution of the probability density with a suitably chosen initial condition. Compare the result to the Euler- Maruyama method
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