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Diffusion

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Publication:2863028
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DOI10.1201/B16008zbMath1295.60003OpenAlexW4231018781MaRDI QIDQ2863028

Sushanta Dattagupta

Publication date: 21 November 2013

Full work available at URL: https://doi.org/10.1201/b16008


zbMATH Keywords

diffusionGaussian processesMarkov processesLangevin equationpath integralsrandom walkquantum Langevin equationquantum diffusionclassical duffusionjump procsees


Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60) Path integrals in quantum mechanics (81S40) Quantum stochastic calculus (81S25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Quantum coherence, entanglement, quantum correlations (81P40)


Related Items (2)

Unconditionally positive, explicit, fourth order method for the diffusion- and Nagumo-type diffusion-reaction equations ⋮ Memory effects and KWW relaxation of the interacting magnetic nano-particles







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