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Steady-State Distribution from a forward Fokker-Planck equation.

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Question on obtaining the Steady-State Distribution for a Transition Probability Density Function from a forward Fokker-Planck equation. An example of a similar solution has been provided. Basically I need to show detailed workings from my forward equation to the steady-state probability distribution. Please answer as clearly as possible and help by showing all intermediate calculation steps, which is why the credits are high as I need to understand the workings. Please do not attempt if you are not well trained in this subject. Thanks.

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