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- Langevin Equation, The: With Applications in Physics, Chemistry and Electrical Engineering
Langevin Equation, The: With Applications in Physics, Chemistry and Electrical Engineering
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Suitable for lecture courses on Brownian motion, this study includes coverage of the following topics: white noise, the Chapman-Kolmogorov equation - Kramers-Moyal expansion, Langevin equation, Fokker-Planck equation, Brownian motion of a free particle, and spectral density.
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