Coffey, William T.

The Langevin equation : with applications to stochastic problems in physics, chemistry and electrical engineering / William T. Coffey and Yuri P. Kalmykov - 3rd ed. - Singapore : World Scientific Pub., 2012 - xxii, 827 p. : ill. ; 24 cm. - World Scientific series in contemporary chemical physics ; v. 27 . - World Scientific series in contemporary chemical physics ; v. 27 .

Includes bibliographical references and index

9789814355667 (hbk.) 9814355666 (hbk.)


Langevin equations
Brownian motion processes