Abstract
This is a brief introduction to Langevin equations (stochastic differential equations (SDE) with white noise terms)[1–3], with particular emphasis on its use as a calculational tool. We also discuss recently developed (matrix) continued fraction methods for solving certain types of stochastic differential equations and their associated Fokker-Planck equation [4–6].
Lectures given at the XXIII. Internationale Universitätswochen für Kernphysik, Schladming, Austria, February 20 - March 1, 1984.
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© 1984 Springer-Verlag
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Zoller, P. (1984). Stochastic Differential Equations. In: Mitter, H., Pittner, L. (eds) Stochastic Methods and Computer Techniques in Quantum Dynamics. Acta Physica Austriaca, vol 26/1984. Springer, Vienna. https://doi.org/10.1007/978-3-7091-8780-7_4
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DOI: https://doi.org/10.1007/978-3-7091-8780-7_4
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