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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| 格式: | Licensed eBooks |
| 语言: | 英语 |
| 出版: |
Princeton, N.J.,
[1967]
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| 丛编: | Mathematical notes (Princeton University Press)
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| 在线阅读: | https://www.jstor.org/stable/10.2307/j.ctv15r57jg |
书本目录:
- 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