## Admissibility of transition from the Smolukhovskii integral equation to the Einstein-Fokker-Planck differential equation

For Markov processes the authors consider limits for the growth rate of the probability density w(t/sub o/, x/sub o/; t, x) of the transition from state x/sub o/ at time t/sub o/ to states for which x lies between x and x + dx at time t. These limits follow from the condition of admissibility of transition from the Smolukhovskii integral equation to the Einstein-Fokker-Planck differential equation (EFP). They examine the influence of these limits on the form of the coefficients in EFT. The indicated examination is performed for the prelimit region as well, that is, the region at themore »