Derives a closed non-Markovian diffusion equation for Gaussian velocity processes via a systematic Wick contraction hierarchy that generalizes Fokker-Planck and preserves Gaussianity only at infinite order.
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The diffusion equation for non-Markovian Gaussian stochastic processes
Derives a closed non-Markovian diffusion equation for Gaussian velocity processes via a systematic Wick contraction hierarchy that generalizes Fokker-Planck and preserves Gaussianity only at infinite order.