TY - BOOK ID - 77943422 TI - The Langevin equation : with applications to stochastic problems in physics, chemistry, and electrical engineering AU - Coffey, William AU - Kalmykov, Yu. P. AU - Waldron, J. T. PY - 2004 SN - 1281935522 9786611935528 981279509X 9789812795090 9812384626 9789812384621 PB - Singapore ; River Edge, N.J. : World Scientific, DB - UniCat KW - Langevin equations. KW - Brownian motion processes. KW - Wiener processes KW - Brownian movements KW - Fluctuations (Physics) KW - Markov processes KW - Langevin's equations KW - Stochastic differential equations UR - https://www.unicat.be/uniCat?func=search&query=sysid:77943422 AB - This volume is the second edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the Brownian motion in a potential, with emphasis on modern applications in the natural sciences, electrical engineering and so on. It has been substantially enlarged to cover in a succinct manner a number of new topics, such as anomalous diffusion, continuous time random walks, stochastic resonance etc, which are of major current interest in view of the large number of disparate physical systems exhibiting these phenomena. The book has been written in suc ER -