Fokker Planck equation: derivation from the master equation and Gaussian solution (section 1.4.2)
Fokker-Planck
as continuity equation. Probability current (beginning of section
1.6.3: I wrote the equation for the current in the general d-dimensional
case)
Stationarity vs. macroscopic equilibrium condition (no current flows). Equilibrium distribution for a conservative force. Einstein relation from connection with Boltzmann distribution at thermodynamic equilibrium (last subsection of section 1.6.3).
Reference
book: "Non equilibrium statistical physics: a modern perspective" by
Livi and Politi