Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations (Texts in Applied Mathematics, 60)
This volume offers a focused exploration of stochastic processes and their applications. Its principal topics include diffusion processes, the Fokker–Planck equation, and the Langevin equation, making it a relevant reference for readers studying applied mathematics and mathematical approaches to scientific problems.
About This Book
Stochastic Processes and Applications presents a mathematical treatment of stochastic processes and their applications.
The book focuses on diffusion processes, providing a central theme for its discussion.
It also examines the Fokker–Planck and Langevin equations, two key topics identified in the title.
Part of the Texts in Applied Mathematics series, this volume is intended for readers seeking a focused study of these subjects.
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