Stochastic Processes and Applications

Overview of attention for book

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Book Overview
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Chapter 1 Introduction to Stochastic Processes
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Chapter 2 Diffusion Processes
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Chapter 3 Introduction to Stochastic Differential Equations
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Chapter 4 The Fokker–Planck Equation
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Chapter 5 Modeling with Stochastic Differential Equations
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Chapter 6 The Langevin Equation
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Chapter 7 Exit Problems for Diffusion Processes and Applications
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Chapter 8 Derivation of the Langevin Equation
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Chapter 9 Linear Response Theory for Diffusion Processes

Attention for Chapter 2: Diffusion Processes

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English

Fokker–Planck equation

Cited by user Bender235 on 24 Jul 2023

In statistical mechanics and information theory, the Fokker–Planck equation is a partial differential equation that describes the time evolution of the probability…

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