A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also proven via the central limit theorem that the white noise is only Gaussian.https://www.researchgate.net/publication/4591661
Brownian diffusion, the motion of large molecules in a sea of very many much smaller molecules, is t...
An analysis of Brownian motion based upon a ''Langevin equation'' form of Newton's second law provid...
We consider a system of Brownian particles with long-range interactions. We go beyond the mean field...
A study of the non-dissipative Brownian motion in vacuum is presented. The noise source associated t...
The theory of Brownian motion of a quantum oscillator is developed. The Brownian motion is described...
Summary: "The stochastization of Jacobi's second equality of classical mechanics by Gaussian white n...
As mentioned in previous notes, there exist derivations of the Schrodinger equation in the literatur...
One reason why Brownian motion and Johnson noise are difficult subjects to teach is that their mathe...
As mentioned in previous notes, there exist derivations of the Schrodinger equation in the literatur...
In the frames of classical mechanics, the generalized Langevin equation is derived for an arbitrary ...
In this paper, I review the link between stochastic processes and partial dif-ferential equations. I...
We discuss the early investigations of Brownian motion as a stochas-tic process by surveying contrib...
As in a previous paper1) an elastically bound particle, linearly coupled with a bath of small oscill...
We present a perturbation theory extending a prescription due to Feynman for computing the probabili...
Brownian Motion is one of the most useful tools in the arsenal of stochastic models. This phenomenon...
Brownian diffusion, the motion of large molecules in a sea of very many much smaller molecules, is t...
An analysis of Brownian motion based upon a ''Langevin equation'' form of Newton's second law provid...
We consider a system of Brownian particles with long-range interactions. We go beyond the mean field...
A study of the non-dissipative Brownian motion in vacuum is presented. The noise source associated t...
The theory of Brownian motion of a quantum oscillator is developed. The Brownian motion is described...
Summary: "The stochastization of Jacobi's second equality of classical mechanics by Gaussian white n...
As mentioned in previous notes, there exist derivations of the Schrodinger equation in the literatur...
One reason why Brownian motion and Johnson noise are difficult subjects to teach is that their mathe...
As mentioned in previous notes, there exist derivations of the Schrodinger equation in the literatur...
In the frames of classical mechanics, the generalized Langevin equation is derived for an arbitrary ...
In this paper, I review the link between stochastic processes and partial dif-ferential equations. I...
We discuss the early investigations of Brownian motion as a stochas-tic process by surveying contrib...
As in a previous paper1) an elastically bound particle, linearly coupled with a bath of small oscill...
We present a perturbation theory extending a prescription due to Feynman for computing the probabili...
Brownian Motion is one of the most useful tools in the arsenal of stochastic models. This phenomenon...
Brownian diffusion, the motion of large molecules in a sea of very many much smaller molecules, is t...
An analysis of Brownian motion based upon a ''Langevin equation'' form of Newton's second law provid...
We consider a system of Brownian particles with long-range interactions. We go beyond the mean field...
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