Spectrum of certain non-self-adjoint operators and solutions of Langevin equations with complex drift (Q1101795)

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scientific article; zbMATH DE number 4046822
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Spectrum of certain non-self-adjoint operators and solutions of Langevin equations with complex drift
scientific article; zbMATH DE number 4046822

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    Spectrum of certain non-self-adjoint operators and solutions of Langevin equations with complex drift (English)
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    1985
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    Fokker-Planck equation
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    Langevin equations
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    rate of convergence
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    numerical solution of the Langevin equation
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