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Diffusion in Random Fields pp 11–46Cite as

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Preliminaries

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Part of the book series: Geosystems Mathematics ((GSMA))

Abstract

In this chapter, basic concepts used in stochastic modeling of transport processes are revisited. Random fields and stochastic processes will be introduced as particular random functions. The hierarchy of finite dimensional distributions will be introduced and particularized for Markov and diffusion processes. Itô and Fokker–Planck descriptions of the diffusion process will be used to introduce the stochastic-Lagrangian framework.

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Authors and Affiliations

  1. Department of Mathematics, Friedrich-Alexander University of Erlangen-Nürnberg, Erlangen, Germany

    Nicolae Suciu

  2. Tiberiu Popoviciu Institute of Numerical Analysis, Cluj-Napoca Branch of the Romanian Academy, Cluj-Napoca, Romania

    Nicolae Suciu

Authors
  1. Nicolae Suciu
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Suciu, N. (2019). Preliminaries. In: Diffusion in Random Fields . Geosystems Mathematics. Birkhäuser, Cham. https://doi.org/10.1007/978-3-030-15081-5_2

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