Topics that are discussed include: white noise; the Chapman-Kolmogorov equation a Kramers-Moyal expansion; the Langevin equation; the Fokker-Planck equation; Brownian motion of a free particle; spectral density and the Wiener-Khintchin ...

Title | : | The Langevin Equation |

Author | : | William Coffey, Yu. P. Kalmykov, J. T. Waldron |

Publisher | : | World Scientific - 1996-01-01 |

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