The Fokker-Planck equation: methods of solution and applications by H. Risken

The Fokker-Planck equation: methods of solution and applications H. Risken ebook
Format: djvu
ISBN: 0387130985, 9780387130989
Publisher: Springer-Verlag
Page: 485

This book deals with the derivation of the Fokker-Planck equation, methods of solving it and some of its applications. Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications. Risken: The Fokker–Planck Equation: Methods of Solution and Applications (Springer-Verlag, Berlin, 1996). €tree” algorithms are often used, corresponding to the above Langevin and Fokker-Planck equations [14,15]. Some examples are given to illustrate the efficiency and accuracy of the proposed method to obtain analytical solutions to differential equations within the local fractional derivatives. Your Free Website Content Solution. The Fokker-Planck Equation: Methods of Solutions and Applications. Moreover, it is known since Kolmogorov, that densities of Brownian motions follows equivalently a Fokker Planck equations, which has a convection part, but also a diffusion term, both determined entirely by this local volatility. The Fokker-Planck Equation: Methods of Solution and Applications (Springer Series in Synergetics) H. Solutions of the fractional Fokker-Planck equation and to study statistical properties of the tempered subdiffu- sion via Monte Carlo methods. The first argument toward non-linear effect in Market concerns what is Stokes equations can capture these phenomenas. These algorithms have typically been .. Risken: The Fokker-Planck Equation: Methods of Solution and Applications (Springer, Berlin, 1989) 2nd ed. Indeed, this last study is a quite direct application of the the techniques developed in our previous post. Home · Privacy Policy · Site-map · Author Guidelines · Terms of Service · Advertise! Tree algorithms are generally derived from binomial random walks [13]. Jumarie, “Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions,” Chaos, Solitons and Fractals, vol. 2 gives the calculated probability distribution for the BS and OU models, using the second derivative numerical method, compared to their exact analytic solutions. Other important applications re-. Diffusion equations on Cantor sets.