Langevin Equations by Hannes Risken.

*We first investigate the solution of Langevin equation for Brownian motion. In Sect. 3.2 we treat a system linear equations, followed in Sects. 3.3, 4 by general nonlinear equations.KeywordsCorrelation FunctionBrownian MotionSpectral DensityLangevin EquationStochastic VariableThese keywords were added machine and not authors. This process is experimental may be updated as learning algorithm improves. *