Texts in Applied Mathematics - Stochastic Processes and Applications
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Published By Springer New York

9781493913220, 9781493913237

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The Fokker–Planck Equation

Texts in Applied Mathematics - Stochastic Processes and Applications ◽

10.1007/978-1-4939-1323-7_4 ◽

2014 ◽

pp. 87-137 ◽

Author(s):

Grigorios A. Pavliotis

Keyword(s):

Planck Equation ◽

Fokker Planck Equation ◽

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Introduction to Stochastic Processes

Texts in Applied Mathematics - Stochastic Processes and Applications ◽

10.1007/978-1-4939-1323-7_1 ◽

2014 ◽

pp. 1-27 ◽

Author(s):

Grigorios A. Pavliotis

Keyword(s):

Stochastic Processes

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Linear Response Theory for Diffusion Processes

Texts in Applied Mathematics - Stochastic Processes and Applications ◽

10.1007/978-1-4939-1323-7_9 ◽

2014 ◽

pp. 283-296

Author(s):

Grigorios A. Pavliotis

Keyword(s):

Linear Response ◽

Diffusion Processes ◽

Linear Response Theory ◽

Response Theory

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The Langevin Equation

Texts in Applied Mathematics - Stochastic Processes and Applications ◽

10.1007/978-1-4939-1323-7_6 ◽

2014 ◽

pp. 181-233 ◽

Author(s):

Grigorios A. Pavliotis

Keyword(s):

Langevin Equation

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Derivation of the Langevin Equation

Texts in Applied Mathematics - Stochastic Processes and Applications ◽

10.1007/978-1-4939-1323-7_8 ◽

2014 ◽

pp. 267-282

Author(s):

Grigorios A. Pavliotis

Keyword(s):

Langevin Equation

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Exit Problems for Diffusion Processes and Applications

Texts in Applied Mathematics - Stochastic Processes and Applications ◽

10.1007/978-1-4939-1323-7_7 ◽

2014 ◽

pp. 235-266

Author(s):

Grigorios A. Pavliotis

Keyword(s):

Diffusion Processes ◽

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Diffusion Processes

Texts in Applied Mathematics - Stochastic Processes and Applications ◽

10.1007/978-1-4939-1323-7_2 ◽

2014 ◽

pp. 29-54

Author(s):

Grigorios A. Pavliotis

Keyword(s):

Diffusion Processes

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Introduction to Stochastic Differential Equations

Texts in Applied Mathematics - Stochastic Processes and Applications ◽

10.1007/978-1-4939-1323-7_3 ◽

2014 ◽

pp. 55-85 ◽

Author(s):

Grigorios A. Pavliotis

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Modeling with Stochastic Differential Equations

Texts in Applied Mathematics - Stochastic Processes and Applications ◽

10.1007/978-1-4939-1323-7_5 ◽

2014 ◽

pp. 139-179

Author(s):

Grigorios A. Pavliotis

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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