Brownian Motion
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چکیده
Brownian motion is the motion of a particle due to the buffeting by the molecules in a gas or liquid. The particle must be small enough that the effects of the discrete nature of matter are apparent, but large compared to the molecular scale (pollen in the early experiments, various plastic beads these days). It is a convenient example to display the residual effects of molecular noise on macroscopic degrees of freedom. I will use this example to investigate the type of physics encountered, and the tools used to treat the fluctuations.
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Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion
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تاریخ انتشار 2004