Jump to ContentJump to Main Navigation

You are looking at 1-3 of 3 items

  • Keywords: Fokker���Planck process x
Clear All Modify Search

View:

Generalized Fokker–Planck equation

Melvin Lax, Wei Cai, and Min Xu

in Random Processes in Physics and Finance

Published in print:
2006
Published Online:
January 2010
ISBN:
9780198567769
eISBN:
9780191718359
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198567769.003.0008
Subject:
Physics, Theoretical, Computational, and Statistical Physics

Thermal noise and Gaussian noise sources combine to create a category of Markovian processes known as Fokker–Planck processes. This chapter discusses Fokker–Planck processes such as ... More


Random Processes in Physics and Finance

Melvin Lax, Wei Cai, and Min Xu

Published in print:
2006
Published Online:
January 2010
ISBN:
9780198567769
eISBN:
9780191718359
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198567769.001.0001
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This book discusses random processes in physics, from basic probability theory to the Fokker-Planck process and Langevin equation for the Fokker Planck process and diffusion. It includes diverse ... More


Langevin treatment of the Fokker–Planck process

Melvin Lax, Wei Cai, and Min Xu

in Random Processes in Physics and Finance

Published in print:
2006
Published Online:
January 2010
ISBN:
9780198567769
eISBN:
9780191718359
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198567769.003.0010
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This chapter discusses the Langevin treatment of the Fokker–Planck process and diffusion. The form of Langevin equation used is different from the stochastic differential equation using Ito's ... More


View: