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Langevin Equation. The with applications to stochastic problems in physics, chemistry and electrical engineering / William T Coffey, Yuri P Kalmykov Vol. 27 : New Jersey : World Scientific, 2012827tr. ; 23cm.This book approaches the subject emphasizing via a synergetic approach that seemingly unrelated physical problems involving random noise may be described using virtually identical mathematical methods in the spirit of the founders of the subject, viz., Einstein, Langevin, Smoluchowski, Kramers, etc. The book has been written in such a way that all the material should be accessible both to an advanced researcher and a beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of scattered research papers and review articles.
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