In this chapter we give a short introduction to the concept of stochastic processes, evolution equations with random solutions. The best-known examples are random walks and stochastic differential equations, and we discuss examples of these and some of their properties, as well as methods for numerical simulation. We conclude with a brief introduction into metastability, the phenomenon that stochastic processes may have very different behaviour at different time scales.
|Title of host publication||Complexity science|
|Subtitle of host publication||an introduction|
|Editors||M.A. Peletier, R.A. van Santen, E. Steur|
|Number of pages||16|
|Publication status||Published - 20 Mar 2019|