The Langevin equation

The Langevin and Generalised Langevin Approach to the Dynamics of Atomic, Polymeric and Colloidal Systems

Ian Snook

2005

The Langevin equation

William Coffey

1996

The Langevin Equation With Applications To Stochastic Problems In Physics Chemistry And Electrical Engineering

Yuri P. Kalmykov

2012

The Art of Smooth Pasting

Avinash K. Dixit

1992

Brownian motion

René L. Schilling

2012

Brownian motion and stochastic calculus

Ioannis Karatzas

1988

Brownian motion

Peter Mörters

2010

Methods of mathematical finance

Ioannis Karatzas

1998