text: More generally, if
  where  and  are -dimensional vectors,   is an  matrix and  is an M-dimensional standard Wiener process, the probability density  for  satisfies the Fokker–Planck equationwith drift vector  and diffusion tensor , i.e.
  If instead of an Itô SDE, a Stratonovich SDE is considered,
  the Fokker–Planck equation will read: