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Correlated random walks, hyperbolic systems and Fokker-Planck equations - MaRDI portal

Correlated random walks, hyperbolic systems and Fokker-Planck equations (Q1310189)

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scientific article; zbMATH DE number 475011
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English
Correlated random walks, hyperbolic systems and Fokker-Planck equations
scientific article; zbMATH DE number 475011

    Statements

    Correlated random walks, hyperbolic systems and Fokker-Planck equations (English)
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    24 February 1994
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    Fokker-Planck equations
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    hyperbolic equations and systems
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    Itô or Stratonovich form
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