Stochastic equations: theory and applications in acoustics, hydrodynamics, magnetohydrodynamics, and radiophysics. Volume 2. Coherent phenomena in stochastic dynamic systems. Translated from the Russian by A. Vinogradov

DOI10.1007/978-3-319-07590-7zbMath1333.60007OpenAlexW2915297789MaRDI QIDQ2515053

V. I. Klyatskin

Publication date: 9 February 2015

Published in: Understanding Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-07590-7

zbMATH Keywords

Fokker-Planck equationstochastic differential equationsasymptotic methodsrandom processeshydrodynamicsmagnetohydrodynamicsacousticsstochastic dynamical systemsapproximate methodsstochastic integral equationsMarkov fluctuations

Mathematics Subject Classification ID

Random fields (60G60) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Magnetohydrodynamics and electrohydrodynamics (76W05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Processes in random environments (60K37) Generation, random and stochastic difference and differential equations (37H10) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Fokker-Planck equations (35Q84)

Related Items (3)

Stochastic differential equation in a random environment ⋮ A predictor-corrector scheme for solving the time fractional Fokker-Planck equation with uniform and non-uniform meshes ⋮ Fractional Schrödinger equation in gravitational optics

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