Springer Series in Synergetics Ser.: Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications by van Herwaarden Onno A,van and Johan Grasman (2010, Trade Paperback)
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ISBN-13: 9783642084096, 978-3642084096. This book deals with nonlinear dynamical systems perturbed by noise. The authors indicate how their techniques relate to the It?. calculus applied to the Langevin equation.