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 ...
On the Theory of the Brownian Motion II 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 ... M. Wang...
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 oscillation of the Brownian motion process 来自 Semantic Scholar 喜欢 0 阅读量: 21 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 ...
Zenkova, C.Yu., Gorsky, M.P., Soltys, I.V., and Angelsky, P.O., Influence of the Brownian movement on the motion of nano and micro-particles in the inhomogeneous optical field, Opto-Electron. Rev. , 2012, vol. 20, no. 3, pp. 247–254....
fractional Brownian motionBrownian motionarbitragelong-range dependenceequivalent martingale measureThis article presents a theory of outside equity based on the ... Z Fluck - 《Review of Financial Studies》 被引量: 569发表: 1998年 The Visibility Graph: a new method for estimating the Hurst exponent...
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 ...
Brownianmotion Maximumandminimum Jointprobabilitydistribution Jacobi’stripleproductidentity abstract ThetrivariatejointprobabilitydensityfunctionofBrownianmotionanditsmaximumand minimumcanbeexpressedasaninfiniteseriesofnormalprobabilitydensityfunctions. Inthisletter,weshowthattheinfiniteseriesconvergesuniformly,andsatisfiesthe ...
摘要: We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic collisions....
Nelson [7] presented an existentialist interpretation of stochastic mechanics. In Nelson’s theory, particles undergo Brownian motion (BM) as a result of a stochastic process, yielding the Schrödinger equation. One of the major drawbacks of Nelson’s theory is that it cannot explain the failure...