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Langevin Equations and Non-linear Dynamics

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Quantitative Sociodynamics

Abstract

For the modelling of stochastically behaving systems, apart from the master equation and the Fokker-Planck equation, often also stochastic differential equations are used (cf. [84]). The most common one is the (general) L angevin equation

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Authors and Affiliations

  1. ETH Zurich, Swiss Federal Institute of Technology, CLU E 1, Clausiusstrasse 50, 8092, Zurich, Switzerland

    Prof. Dr. Dirk Helbing (Chair of Sociology, in particular of Modeling and Simulation)

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  1. Prof. Dr. Dirk Helbing
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Correspondence to Dirk Helbing .

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Helbing, D. (2010). Langevin Equations and Non-linear Dynamics. In: Quantitative Sociodynamics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-11546-2_7

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