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Dynamical theories of Brownian motion.

These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the history of earlier work in Brownian motion, both t...

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Detalles Bibliográficos
Clasificación:	Libro Electrónico
Autor principal:	Nelson, Edward, 1932-
Formato:	Electrónico eBook
Idioma:	Inglés
Publicado:	Princeton, N.J., Princeton University Press [1967]
Colección:	Mathematical notes (Princeton University Press)
Temas:	Brownian movements. Mouvement brownien. 31.70 probability. 33.26 statistical physics. MATHEMATICS > Probability & Statistics > Stochastic Processes. Mathématiques. Physique. Brownian movements Brownsche Bewegung Brownse beweging. Wiskundige methoden. Mathematische fysica. "Robert Brown. Albert Einstein. Algebraic integration theory. Avogadro's number. Bounty. Dynamics of stochastic motion. Einstein-Smoluchowski theory. Encyclopaedia Britannica. Equisetum. Feynman integrals. Gaussian measure. Hamiltonians. Ornstein-Uhlenbeck theory. Quantum mechanics. Theorem". Wiener integral. complete description. dynamical theory. fertilization process. interaction. mean backward velocity. notions. orthogonal. probability theory. solipsism. stochastic theory. triviality.
Acceso en línea:	Texto completo

Tabla de Contenidos:

Cover Page
Title Page
Copyright Page
Contents
1. Apology
2. Robert Brown
3. The period before Einstein
4. Albert Einstein
5. Derivation of the Wiener process
6. Gaussian processes
7. The Wiener integral
8. A class of stochastic differential equations
9. The Qrnstein-Uhlenbeck theory of Brownian motion
10. Brownian motion in a force field
11. Kinematics of stochastic motion
12. Dynamics of stochastic motion
13. Kinematics of Markoffian motion
14. Remarks on quantum mechanics
15. Brownian motion in the aether

Dynamical theories of Brownian motion.

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