Correlated random walks, hyperbolic systems and Fokker-Planck equations

DOI10.1016/0895-7177(93)90116-GzbMath0781.60069OpenAlexW2004267825MaRDI QIDQ1310189

Erich Zauderer

Publication date: 24 February 1994

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(93)90116-g

zbMATH Keywords

Fokker-Planck equationshyperbolic equations and systemsItô or Stratonovich form

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Other physical applications of random processes (60K40) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Correlated random walks in heterogeneous landscapes: derivation, homogenization, and invasion fronts

Cites Work

• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• The Fokker-Planck equation. Methods of solution and applications
• ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
• Handbook of stochastic methods for physics, chemistry and natural sciences.
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