Stochastic Processes and Applications
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Publication:5168431
DOI10.1007/978-1-4939-1323-7zbMath1318.60003OpenAlexW4238209390MaRDI QIDQ5168431
Publication date: 4 July 2014
Published in: Texts in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4939-1323-7
Fokker-Planck equationBrownian motionLangevin equationdiffusion processstochastic processItō calculus
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Foundations of stochastic processes (60G05)
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