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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.

Produktbeschreibung
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.