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.
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© 1996 Springer-Verlag Berlin Heidelberg
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Risken, H. (1996). Langevin Equations. In: The Fokker-Planck Equation. Springer Series in Synergetics, vol 18. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-61544-3_3
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DOI: https://doi.org/10.1007/978-3-642-61544-3_3
Publisher Name: Springer, Berlin, Heidelberg
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