Stochastic Processes in Physics and Chemistry¶
Van Kampen, N. G. (2007). Stochastic Processes in Physics and Chemistry. Elsevier.
Cited by¶
2 citations across 2 artifacts.
Each citation links to the sentence it supports in the citing article.
Primes¶
- Markov Process
- Physics: A Brownian particle's next displacement depends only on its current position and velocity, not on the path it took to get there; the diffusion equation and Langevin dynamics are built on this memoryless idealization.
This sourceNorth-Holland Personal Library. Elsevier. Standard physics reference: derives Brownian motion via the Langevin equation and the diffusion/Fokker–Planck equation as the canonical continuous-time memoryless (Markov) idealization.
- Physics: A Brownian particle's next displacement depends only on its current position and velocity, not on the path it took to get there; the diffusion equation and Langevin dynamics are built on this memoryless idealization.
Domain-specific¶
Verification¶
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