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In the present work, we construct solutions to a Fokker-Planck type equation with real time variable and complex spatial variable, and prove some properties. The equations are obtained from the complexification of the spatial variable by two different methods. Firstly, one complexifies the spatial variable in the corresponding convolution integral in the solution, by replacing the usual sum of variables (translation) by an exponential product (rotation). Secondly, one complexifies the spatial variable directly in the corresponding evolution equation and then one searches for analytic solutions. These methods are also applied to a linear evolution equation related to the Korteweg-de Vries equation.

ON FOKKER-PLANCK AND LINEARIZED KORTEWEG-DE VRIES TYPE EQUATIONS WITH COMPLEX SPATIAL VARIABLES