1
by Chorin, Alexandre J., Hald, Ole H.
Published 2013
Springer New York
..., stochastic processes, Brownian motion and its relation to partial differential equations, Langevin equations...

2
by Chorin, Alexandre J., Hald, Ole H.
Published 2009
Springer New York
... to partial differential equations, Langevin equations, the Liouville and Fokker-Planck equations, as well...