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Langevin Equations

  • Hannes Risken
Part of the Springer Series in Synergetics book series (SSSYN, volume 18)

Abstract

We first investigate the solution of the Langevin equation for Brownian motion. In Sect. 3.2 we treat a system of linear Langevin equations, followed in Sects. 3.3, 4 by general nonlinear Langevin equations.

Keywords

Correlation Function Brownian Motion Spectral Density Langevin Equation Stochastic Variable 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1984

Authors and Affiliations

  • Hannes Risken
    • 1
  1. 1.Abteilung für Theoretische PhysikUniversität UlmUlmFed. Rep. of Germany

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