Stochastic calculus in physics
type: Item
instance of: scholarly article
title: Stochastic calculus in physics
zbMATH Open document ID: 0682.60070
DOI: 10.1007/BF01011160
author: Ronald F. Fox
published in: Journal of Statistical Physics
publication date: 1987-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 60H99
zbMATH DE Number: 4117600
zbMATH Keywords: relationship of the Itô-Stratonovich stochastic calculus
zbMATH Keywords: weakly colored noise
zbMATH Keywords: Fokker-Planck equation
zbMATH Keywords: Numerical simulation
MaRDI profile type: Publication
cites work: The Brownian movement and stochastic equations
cites work: Stochastic integral
cites work: A New Representation for Stochastic Integrals and Equations
cites work: Handbook of stochastic methods for physics, chemistry and the natural sciences
cites work: The Fokker-Planck equation. Methods of solution and applications
cites work: Q4404205
cites work: Numerical integration of the Langevin equation: Monte Carlo simulation
cites work: Q5585021
full work available at URL: https://doi.org/10.1007/bf01011160
OpenAlex ID: W1998598555
description: scientific article; zbMATH DE number 4117600