Add to ORKGWe discuss the early investigations of Brownian motion as a stochas-tic process by surveying contributions by Fick and Rayleigh developed later in works of Einstein, Smoluchowski, Langevin, Fokker, Planck, Klein, Kramers and Pauli. In particular, we are interested in the influence of the theory of probability in the development of the kinetic theory and we briefly analyze the origin of fundamental equations used in the mathemat-ical description of the stochastic processes. PACS numbers: 01.65.+g, 02.50.-r, 05.40.-a 1
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come ei...
A stochastic process or sometimes called random process is the counterpart to a deterministic proces...
Le;vy processes form a wide and rich class of random process, and have many applications ranging fro...
One century after Einstein’s work, Brownian motion still remains both a fundamental open issue and a...
In this paper, I review the link between stochastic processes and partial dif-ferential equations. I...
The conference was attended by about 35 participants, including Ph.D. students, postdoctoral fellows...
In biology, the ceaseless and erratic dance of microscopic particles suspended in a liquid, is calle...
We study the classical motion of a particle subject to a stochastic force. We then present a perturb...
Interest in Brownian motion was shared by different communities: this phenomenon was first observed ...
The work presented in this thesis was done during the period October, 1953 to July, 1955. The work i...
This book introduces the theory of stochastic processes with applications taken from physics and fin...
A short review of the classical theory of Brownian motion is presented. A new method is proposed for...
Stochastic processes are present in virtually any field of science. Actually, in general determinist...
Brownian Motion is one of the most useful tools in the arsenal of stochastic models. This phenomenon...
Development of the contemporary theory of physical phenomena in the microcosm is considered to be a ...
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come ei...
A stochastic process or sometimes called random process is the counterpart to a deterministic proces...
Le;vy processes form a wide and rich class of random process, and have many applications ranging fro...
One century after Einstein’s work, Brownian motion still remains both a fundamental open issue and a...
In this paper, I review the link between stochastic processes and partial dif-ferential equations. I...
The conference was attended by about 35 participants, including Ph.D. students, postdoctoral fellows...
In biology, the ceaseless and erratic dance of microscopic particles suspended in a liquid, is calle...
We study the classical motion of a particle subject to a stochastic force. We then present a perturb...
Interest in Brownian motion was shared by different communities: this phenomenon was first observed ...
The work presented in this thesis was done during the period October, 1953 to July, 1955. The work i...
This book introduces the theory of stochastic processes with applications taken from physics and fin...
A short review of the classical theory of Brownian motion is presented. A new method is proposed for...
Stochastic processes are present in virtually any field of science. Actually, in general determinist...
Brownian Motion is one of the most useful tools in the arsenal of stochastic models. This phenomenon...
Development of the contemporary theory of physical phenomena in the microcosm is considered to be a ...
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come ei...
A stochastic process or sometimes called random process is the counterpart to a deterministic proces...
Le;vy processes form a wide and rich class of random process, and have many applications ranging fro...