16 Flashcards
1
Q
Langevin eq
A
where γ = α/m is known as the friction coefficient, and ξ(t) = f(t)/m is the fluctuating force per unit mass.
2
Q
Solution to Langevin eq.
A
remember when evaluating mean square displacement, and ending up with integrals over t1 and t2, think about both the cases t2>t1 and t2<t1>
</t1>
3
Q
derive ito’s lemma
A
4
Q
Ito’s lemma
A
5
Q
Fokker-Planck eq from Stochastic dynamics eq
A
6
Q
Stochastic dynamics eq from Fokker-Planck eq
A
7
Q
Comment on the continuity and differentiability of a Wiener process W(t).
A
8
Q
to convert a Stratonovich SDE to an Itô SDE
A
