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, ...

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 investigate stochastic models for the lay-down of flexible fibers on a moving conveyor belt for the case of small stochasticity and small belt velocity. Using a suitable scaling we obtain a ...

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 ...