Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering

"This enlarged and updated second edition of the book: 'The Langevin equation' presents an extremely useful source for the practitioners of stochastic processes and its applications to physics, chemistry, engineering and biological physics, both for the experts and the beginners. It gives a valuable survey of solvable paradigms that rule many diverse stochastic phenomena. As such, it belongs onto the desk of all engaged in doing research and teaching in this area."Peter HanggiUniversity of Augsburg"... this enlarged and updated second edition constitutes an excellent and quite useful contribution to this important subject of relevance in physics, chemistry and several branches of engineering."Mathematical Reviews"This is a timely update of the theory and applications of the Langevin equation, which skillfully combines the elementary approaches with most recent developments such as anomalous diffusion and fractional kinetics. Both experts and beginners will benefit from this well-written textbook."J KlafterHeinemann Chair of Physical ChemistryTel Aviv University"This book has been written in such a way that all the materials should be accessible to an advanced undergraduate or beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of research papers or scattered review articles."Zentralblatt MATH