Stochastic calculus in physics

DOI10.1007/BF01011160zbMath0682.60070OpenAlexW1998598555MaRDI QIDQ1824287

Ronald F. Fox

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

zbMATH Keywords

Fokker-Planck equationNumerical simulationrelationship of the Itô-Stratonovich stochastic calculusweakly colored noise

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic analysis (60H99)

Related Items (9)

Feynman-Kac theory of time-integrated functionals: Itô versus functional calculus ⋮ An equivalent analytical method to deal with cross-correlated exponential type noises in the nonlinear dynamic system ⋮ Bayesian mechanics of perceptual inference and motor control in the brain ⋮ Cross-correlated sine-Wiener noises-induced transitions in a tumor growth system ⋮ A systematic path to non-Markovian dynamics: new response probability density function evolution equations under Gaussian coloured noise excitation ⋮ Numerical simulations of stochastic differential equations ⋮ Impact of Colored Noise on Population Model with Allee Effect ⋮ Steady-state fluctuations of a genetic feedback loop with fluctuating rate parameters using the unified colored noise approximation ⋮ Building a path-integral calculus: a covariant discretization approach

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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