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

"Nonequilibrium Statistical Mechanics by Robert Zwanzig", "Stochastic Processes in Physics and Chemistry by N. Encompassing both theory and practice, this original text provides a unified approach to the analysis and generation of continuous, impulsive and mixed random processes based on the Fokker-Planck equation for Markov processes. Hypoelliptic Estimates and Spectral Theory for Fokker-Planck Operators and Witten Laplacians. Risken, The Fokker-Planck Equation: Methods of Solution and Applications, Springer, 1995. The equations are more interesting for \beta > 0 . Other important applications re-. Solutions of the fractional Fokker-Planck equation and to study statistical properties of the tempered subdiffu- sion via Monte Carlo methods. A nice and brief introduction into stochastioc processes. The Fokker-Planck Equation Methods of Solution and Applications. The Fokker-Planck equation: methods of solution and applications. Van Kampen", "The Fokker-Planck Equation: Methods of Solution and Applications by Hannes Risken". ISSN 0172-7389, ISBN 3-540-50498-2. This has two solutions, r = 0 and r = \sqrt{\beta} . The Fokker-Planck Equation: Methods of Solution and Applications. Since r = 0 is a solution, the origin is still an equilibrium. Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in. Asymptotic Methods for the Fokker-Planck Equation and the Exit. But now it's not stable: if r is between 0 ..