Hello everyone,

I am faced with a problem of having two coupled stochastic differential equations which needs to be solved through applying methods of solution w.r.t to corresponding Fokker-Planks equation, the two equations which is in question are given as:

and

Where is a gaussian noise process. For which I obtain the following Fokker-Planck equation:

With

and

Although this is the point in which I get stuck, I have no idea from where I need to proceed now, can anyone give a hint as to how I can't any further finding a solution?

Kind Regards