Stochastic calculus in physics
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Publication:1824287
DOI10.1007/BF01011160zbMath0682.60070OpenAlexW1998598555MaRDI QIDQ1824287
Publication date: 1987
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01011160
Fokker-Planck equationNumerical simulationrelationship of the Itô-Stratonovich stochastic calculusweakly colored noise
Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic analysis (60H99)
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Cites Work
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- The Fokker-Planck equation. Methods of solution and applications
- Handbook of stochastic methods for physics, chemistry and the natural sciences
- Numerical integration of the Langevin equation: Monte Carlo simulation
- The Brownian movement and stochastic equations
- A New Representation for Stochastic Integrals and Equations
- Stochastic integral
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