Definitions for Stochastic Diffusion

Abstract

Here and in chapters 5 and 6, we frequently refer to the textbooks on stochastic processes by van Kampen and Gardiner. For convenience, reference is generally made to the earlier editions, Gardiner (1983) and van Kampen (1981), because we used them in much of our earlier work (Rodean 1994). There are exceptions, for example, to van Kampen (1992) in cases involving the Langevin equation and to Gardiner (1990) for discussion of the procedures of Ito and Stratonovich for integrating stochastic differential equations.