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- W4206580667 abstract "The concept of a Langevin equation was introduced in Sec. 6.1.1 as the equation of motion of a particle subject to a rapidly fluctuating force. There we treated the Langevin source ξ(t) as a stochastic function with a very short correlation time, and developed results that would be valid in the limit that this correlation time becomes zero. This kind of formulation is valid, but can be very complicated in situations more general than those envisaged in writing the Langevin equation (6.1b) as an equation of motion for the velocity of a Brownian particle." @default.
- W4206580667 created "2022-01-26" @default.
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- W4206580667 date "2021-12-22" @default.
- W4206580667 modified "2023-10-18" @default.
- W4206580667 title "Stochastic Differential Equations" @default.
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- W4206580667 doi "https://doi.org/10.1063/9780735423718_007" @default.
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