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Importance sampling, Fokker-Planck and Langevin equations

Assume now that τ is very small so that we can make an expansion in terms of a small step xi, with x=xξ, that is

W(x,s|x0)+Wsτ+O(τ2)=W(x,τ|xξ)W(xξ,s|x0)dx.

We assume that W(x,τ|xξ) takes non-negligible values only when ξ is small. This is just another way of stating the Master equation!!