Lecture

White Noise Form of the Langevin Equation

Description

This lecture covers the white noise form of the Langevin equation, discussing topics such as the Langevin equation in white noise form, recasting the Fokker-Planck equation, and the Brownian motion. It delves into the mathematical details of stochastic processes and their applications.

In MOOCs (2)

Official source

https://mediaspace.epfl.ch/media/0_ss2h04tw

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