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Preliminaries

  • Nicolae Suciu
Chapter
  • 305 Downloads
Part of the Geosystems Mathematics book series (GSMA)

Abstract

In this chapter, basic concepts used in stochastic modeling of transport processes are revisited. Random fields and stochastic processes will be introduced as particular random functions. The hierarchy of finite dimensional distributions will be introduced and particularized for Markov and diffusion processes. Itô and Fokker–Planck descriptions of the diffusion process will be used to introduce the stochastic-Lagrangian framework.

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Nicolae Suciu
    • 1
    • 2
  1. 1.Department of MathematicsFriedrich-Alexander University of Erlangen-NürnbergErlangenGermany
  2. 2.Tiberiu Popoviciu Institute of Numerical AnalysisCluj-Napoca Branch of the Romanian AcademyCluj-NapocaRomania

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