Theorem: OU stationary Gaussian p_s has FP residual exactly 0 and integral-norm exactly 1

Theorem (OU Fokker-Planck stationary canonical): the Gaussian density p_s(x) = sqrt(kappa/(pi sigma^2)) * exp(-kappa x^2/sigma^2) is the unique normalized stationary solution of the OU Fokker-Planck operator L_FP = kappa*d/dx(x * [.]) +…