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The langevin equation and wiener process

Rahimi Tabar, M. R ; Sharif University of Technology | 2019

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  1. Type of Document: Article
  2. DOI: 10.1007/978-3-030-18472-8_5
  3. Publisher: Springer Verlag , 2019
  4. Abstract:
  5. In this chapter we introduce the Langevin equation and Wiener process. All the statistical properties of Wiener process will be presented and discussed. © 2019, Springer Nature Switzerland AG
  6. Keywords:
  7. Langevin equation ; White noise-driven ; Wiener process
  8. Source: Understanding Complex Systems ; 2019 , Pages 39-48 ; 18600832 (ISSN)
  9. URL: https://link.springer.com/chapter/10.1007%2F978-3-030-18472-8_5