Titlebook: Stochastic Processes - Mathematics and Physics II; Proceedings of the 2 Sergio Albeverio,Philippe Blanchard,Ludwig Streit Conference procee

灰姑娘

978-3-540-17797-5Springer-Verlag Berlin Heidelberg 1987

Blanch

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A "Brownian motion" with constant speed,We consider the time integral of a Brownian motion on a sphere in .. and show that in some cases it could be mistaken for a Brownian motion in ...

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断断续续

Lecture Notes in Mathematicshttp://image.papertrans.cn/s/image/878137.jpg

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https://doi.org/10.1007/BFb0077343Brownian motion; Dirichlet form; Markov process; Martingal; Martingale; Moment; Probability theory; Semimar

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How do stochastic processes enter into physics?,ons of motion. In order to derive them from statistical mechanics a drastic repeated randomness assumption is indispensable. One is then led to a master equation, from which both the deterministic macroscopic equation and the fluctuations are obtained by a limiting process. The approximate nature of