Langevin-like equation with colored noise (Q750008)

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Langevin-like equation with colored noise
scientific article

    Statements

    title
    Langevin-like equation with colored noise (English)
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    author
    N. G. van Kampen
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    publication date
    1989
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    zbMATH Keywords
    stochastic differential equation
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    Fokker-Planck equation
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    higher order corrections
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    Identifiers

    DOI
    10.1007/BF01044716
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    zbMATH DE Number
    4174059
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