Propagator of the n-dimensional generalization of the Fokker-Planck equation with a linear force: Lie-algebraic approach

We have investigated the algebraic structure of the Cauchy problem for a generalized Fokker-Planck equation. Using the Lie-algebraic approach we have obtained an exact form of the time evolution operator which, in turn, enables us to derive the corresponding propagator readily. Since the propagator is for the most general case, results for any special case can be easily deduced from it. (C) 1998 Elsevier Science B.V.