Stochastic ODE m ẍ = −γẋ + ξ(t) with white-noise ξ; models Brownian motion in a viscous medium. Equivalent in the overdamped limit to the Fokker–Planck equation.
Stochastic ODE m ẍ = −γẋ + ξ(t) with white-noise ξ; models Brownian motion in a viscous medium. Equivalent in the overdamped limit to the Fokker–Planck equation.