Stochastic Nonlinear Differential Equations

  • Hermann Haken
Part of the Springer Series in Synergetics book series (SSSYN, volume 20)


In this chapter we shall present some of the most essential features of stochastic differential equations. Readers interested in learning more about this subject are referred to the book by Gardiner (cf. references).


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


  1. K. Itô: Lectures on Stochastic Processes (Tata Institute of Fundamental Research, Bombay 1961)Google Scholar
  2. K. Itô: Stochastic Processes (Universitet Matematisk Institut, Aarhus 1969)zbMATHGoogle Scholar
  3. K. Itô, H.P. McKean: Diffusion Processes and Their Sample Paths (Springer, Berlin, Heidelberg, New York 1965)zbMATHGoogle Scholar
  4. K. Itô: Nagoya Math. J. 1, 35 (1950)MathSciNetzbMATHGoogle Scholar
  5. K. Itô: Nagoya Math. J. 3, 55 (1951)MathSciNetzbMATHGoogle Scholar
  6. K. Itô: On Stochastic Differential Equations (Am. Math. Soc., New York, 1951)Google Scholar
  7. P. Langevin: Sur la théorie du mouvement brownien. C. R. Acad. Sci. Paris 146, 530 (1908)zbMATHGoogle Scholar
  8. R. L. Stratonovich: SIAM J. Control 4, 362 (1966)MathSciNetCrossRefGoogle Scholar
  9. I. I. Gihmann, A. V. Skorohod: Stochastic Differential Equations (Springer, Berlin, Heidelberg, New York 1972)Google Scholar
  10. L. Arnold: Stochastic Differential Equations (Oldenbourg, München 1973)Google Scholar
  11. N. G. van Kampen: Stochastic Processes in Physics and Chemistry (North-Holland, Amsterdam 1981)zbMATHGoogle Scholar
  12. C. W. Gardiner: Handbook of Stochastic Methods. Springer Ser. Synergetics, Vol. 13 (Springer, Berlin, Heidelberg, New York 1983)Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 1983

Authors and Affiliations

  • Hermann Haken
    • 1
  1. 1.Institut für Theoretische PhysikUniversität StuttgartStuttgart 80Fed. Rep. of Germany

Personalised recommendations