Kinetic energy of the Langevin particle

22 Mar 2020 Escudero Carlos

We compute the kinetic energy of the Langevin particle using different approaches. We build stochastic differential equations that describe this physical quantity based on both the It\^o and Stratonovich stochastic integrals... (read more)

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Categories


  • PROBABILITY
  • STATISTICAL MECHANICS
  • MATHEMATICAL PHYSICS
  • MATHEMATICAL PHYSICS