Borland (1998) explores the behaviour of a non-linear Fokker-Planck equation:
K = drift
coefficient, Q is the diffusion constant, ν is a real number that
introduces the nonlinearity, f is a probability distribution.
An equation is then derived
(Langevin equation) for the actual trajectories of the system, which are a function of f.
Borland L. 1998. Microscopic
dynamics of the nonlinear Fokker-Planck equation: A phenomenological
model. Phys. Rev. E 57, 6634-442