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On the theory of brownian motion
Physica, 1959Synopsis It is shown that the non-Gaussian-Markoff process for Brownian motion derived on a statistical mechanical basis by Prigogine and Balescu, and Prigogine and Philippot, is related through a transformation of variables to the Gaussian-Markoff process of the conventional phenomenological theory of Brownian motion.
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Brownian Motion and Diffusions
2011Multi-skewed Brownian motion Bα = {Bαt: t ≥ 0} with skewness sequence α = {αk: k ∈ Z} and interface set S = {xk: k ∈ Z} is the solution to Xt = X0 + Bt + ∫R LX(t, x)dμ(x) with μ = ∑k∈Z(2αk - 1)δxk We assume that αk ∈ (0, 1)\{1/2} and that S has no accumulation points.
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