Stochastic Simulation Method for the Fokker-Einstein Kinetic Equation

Stochastic differential Ito-Stratonovich equations (SDE) with non-linear coefficients are applied to the computer simulation model of the Brownian Motion. The Fokker-Einstein and Kramers equations (FK) are solved under condition that its stochastic analog is Marcovian stochastic process. It is possible to generalize the computer simulation method on the non Markovian case; the results as well as the algorithms are presented. The stochastic analogs of FK are able to used in solution of the problems of the defect's clusterization processes, accompanied the initial stage of the phase transition in the origin of lied hydrides of metal's as well oxides films.