The Langevin Equation

The Langevin Equation

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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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