The Fokker-Planck equation for stochastic dynamical systems and its explicit steady state solutions
By: C. Soize.
Series: Series on advances in mathematics for applied sciences ;; v. 17
Publisher: World Scientific
Published: 1994
Place of publication: Singapore; Teaneck, N.J
Language: eng
Number of pages: 321
Subjects: Fokker-Planck equation -- Numerical solutions.; Stochastic differential equations -- Numerical solutions.; Hamiltonian systems.; Diffusion processes.; Mathematical physics.
Notes: Includes bibliographical references (p. 301-314) and index.