This book deals with the derivation of the Fokker-Planck equation, methods of solving it and some of its applications. Various methods such as the simulation method, the eigenfunction expansion, ...

In plasma physics, the interaction of radio-frequency waves with a plasma is described by a Fokker-Planck equation with an added quasilinear term. In nonlinear filtering with conditional probability ...

Continuous time random walks, which generalize random walks by adding a stochastic time between jumps, provide a useful description of stochastic transport at mesoscopic scales. The continuous time ...

We solve the one-dimensional Fokker-Planck equation for radiation belt electrons under the assumption of the conservation of the first and second adiabatic invariants (so-called radial diffusion). We ...