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Book Chapter

Equivalence of Langevin and Fokker–Planck Equations

Springer Verlag, (2019), 61-68
DOI: 10.1007/978-3-030-18472-8_7
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Abstract

In this chapter we show the equivalence between the Langevin approach and the Fokker–Planck equation, and derive the equation for the statistical moments of the process whose dynamics is described by the Langevin equation.

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Tabar, M. R. R. (2019). Equivalence of Langevin and Fokker–Planck Equations. In Understanding Complex Systems (pp. 61–68). Springer Verlag. https://doi.org/10.1007/978-3-030-18472-8_7

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