Brownian motion/ A0540 Fluctuation phenomena, random processes, and Brownian motionAn equation of evolution for a heavy particle immersed in a solvent of lighter particles is derived for the case when the system suffers gradients of temperature composition, or velocity. The derivation unifies the ...
摘要: N 1930, Ornstein and one of us1 tried to summarize and partially extend the existing theory of the Brownian motion for simple systems like the free particle and the harmonic oscillator. Since that time the theory has been 'developed and clarified to a considerable extent, so...
Theory of the Linear Fokker‐Planck Collision Operator C. H. Su Journal of Mathematical Physics Feb 1967 The linearized Fokker-Planck collision integral with coulomb interaction is expanded in terms of surface spherical harmonics. The radial part of the distribution function is shown to be governed ...
ON THE THEORY OF THE STOCHASTIC PROCESSES WHICH APPEAR IN THE DESCRIPTION OF TWO DIMENSIONAL BROWNIAN MOTION BY POLAR COORDINATES 来自 ResearchGate 喜欢 0 阅读量: 16 作者: FL Spitzer 摘要: DISSERTATION (PH.D.)--THE UNIVERSITY OF MICHIGAN Dissertation Abstracts International ...
On the oscillation of the Brownian motion process 来自 Semantic Scholar 喜欢 0 阅读量: 17 作者: A Dvoretzky 摘要: Paley, Wiener and Zygmund proved that, with probability 1, Brownian paths never satisfy a Lipschitz condition of order greater than 1/2. This result is improved by showing ...
BROWNIAN MOTION ON THE CIRCLE AND APPLICATIONS. We give an explicit representation of the 1-dimensional reflecting Brownian motion on an interval in terms of a free 1-dimensional Brownian motion on the c... Pascu,Mihai,N.,... - 《Bulletin of the Transilvania University of Brasov》 被引量:...
This was like a conjuring trick, easy when explained: before it, decent scientists could still doubt the concrete existence of atoms and molecules: this paper was as near to a direct proof of their concreteness as a theoretician could give. The third paper was the special theory of ...
The connected components of the closed support of super Brownian motion The closed support of super Brownian motion in R d is studied. It is shown that at a fixed time t >0 the mass of the process is located in connected co... R Tribe - 《Probability Theory & Related Fields》 被引量...
In this article we explore the phenomena of nonequilibrium stochastic process starting from the phenomenological Brownian motion. The essential points are described in terms of Einstein's theory of Brownian motion and then the theory extended to Langevin and Fokker-Planck formalism. Then the theory ...
On the mixed fractional Brownian motion 来自 ideas.repec.org 喜欢 0 阅读量: 201 作者: M Zili 摘要: The mixed fractional Brownian motion is used in mathematical finance, in the modelling of some arbitrage-free and complete markets. In this paper, we present some stochastic properties and ...