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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Nelson, Edward, 1932-
Format: Electronic eBook
Language:Inglés
Published: Princeton, N.J., Princeton University Press [1967]
Series:Mathematical notes (Princeton University Press)
Subjects:
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.
Online Access:Texto completo
Table of Contents:
  • 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

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