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The Fokker-Planck equation: methods of solution and applications H. Risken
Publisher: Springer-Verlag

Risken, The Fokker-Planck Equation: Methods of Solution and Applications Springer-Verlag | 1989 | ISBN: 0387504982 | 472 pages | PDF | 2,6 MB The. 2 gives the calculated probability distribution for the BS and OU models, using the second derivative numerical method, compared to their exact analytic solutions. ISSN 0172-7389, ISBN 3-540-50498-2. A nice and brief introduction into stochastioc processes. These algorithms have typically been .. Tree algorithms are generally derived from binomial random walks [13]. Risken Publisher: Springer-Verlag. September 23rd, 2012 reviewer Leave a comment Go to comments. Risken, The Fokker-Planck Equation: Methods of Solution and Applications, Springer, 1995. Risken: The Fokker-Planck Equation: Methods of Solution and Applications (Springer, Berlin, 1989) 2nd ed. The Fokker-Planck equation: methods of solution and applications : PDF eBook Download. €�tree” algorithms are often used, corresponding to the above Langevin and Fokker-Planck equations [14,15].