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Importance sampling, Fokker-Planck and Langevin equations

We can combine these equations and arrive at the famous Einstein-Smoluchenski-Kolmogorov-Chapman (ESKC) relation

W(xt|x0t0)=W(x,t|x,t)W(x,t|x0,t0)dx.

We can replace the spatial dependence with a dependence upon say the velocity (or momentum), that is we have

W(v,t|v0,t0)=W(v,t|v,t)W(v,t|v0,t0)dx.