Stochastic differential equations

  • R. Vasudevan
Conference paper
Part of the Lecture Notes in Physics book series (LNP, volume 184)


Brownian Motion Stochastic Differential Equation Langevin Equation Transition Density Coloured Noise 
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Copyright information

© Springer-Verlag 1983

Authors and Affiliations

  • R. Vasudevan
    • 1
  1. 1.The Institute of Mathematical SciencesMadrasIndia

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