Entropy generation and the Fokker–Planck equation

Stochastic differential equations are important to model many complex systems. The Fokker–Planck equation is fundamental in statistical thermodynamic analysis and in the study of fluctuations in complex systems. Entropy generation is a fundamental quantity in the analysis of irreversibility. This paper develops a link between the Fokker–Planck equation and entropy generation. The result suggests linking the entropy generation approach also to statistical processes.