Introduction to Langevin Stochastic Processes

Abstract

These lecture notes provide an introduction to Langevin processes and briefly discuss some interesting properties and simple applications. They compile material presented at the "School of Physics and Mathematics Without Frontiers" (ZigZag), held at La Havana, Cuba, in March 2024, the School "Information, Noise and Physics of Life" held at Ni\v{s}, Serbia, in June 2024, both sponsored by ICTP, the PEBBLE summer camp at Westlake University, China, in August 2024, the Barcelona school on "Non-equilibrium Statistical Physics", in April 2025, and the 2012-2016 course "Out of Equilibrium Dynamics of Complex Systems" for the Master 2 program "Physics of Complex Systems" in the Paris area.

Categories