The multivariate Langevin and Fokker–Planck equations

DOI10.1119/1.18387zbMath1219.82093OpenAlexW2040535441WikidataQ56536027 ScholiaQ56536027MaRDI QIDQ3088803

Daniel T. Gillespie

Publication date: 19 August 2011

Published in: American Journal of Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1119/1.18387

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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