Formula_13333

\[\begin{gathered}\frac{\partial}{\partial t} F(t, x)=-p \frac{\partial}{\partial q} F(t, x)+ \\+\sigma^{2} \int_{\left(p-p_{1}\right) n \geqslant 0} d n d p_{1}\left(p-p_{1}\right) n\left\{F\left(t, q, p-n\left(n\left(p-p_{1}\right)\right)\right) \times\right. \\\left.\times F\left(t, q+\sigma n, p_{1}+n\left(n\left(p-p_{1}\right)\right)\right)-F(t, q, p) F\left(t, q-\sigma n, p_{1}\right)\right\},\end{gathered}\]