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The thermohydrodynamical picture of a charged Brownian particle
(Sociedad Mexicana de Fisica, 2002-12-01)
We study a charged Brownian gas with a non uniform bath temperature, and present a thermohydrodynamical picture. Expansion on the collision time probes the validity of the local equilibrium approach and the relevant ...
SCALING LIMIT FOR A DRAINAGE NETWORK MODEL
(APPLIED PROBABILITY TRUST, 2009)
We consider the two-dimensional version of a drainage network model introduced ill Gangopadhyay, Roy and Sarkar (2004), and show that the appropriately rescaled family of its paths converges in distribution to the Brownian ...
Kramers equation for a charged Brownian particle: the exact solution
(Elsevier B.V., 2005-09-15)
We report the exact fundamental solution for Kramers equation associated to a Brownian gas of charged particles, under the influence of homogeneous (spatially uniform) otherwise arbitrary, external mechanical, electrical ...
Kramers equation for a charged Brownian particle: the exact solution
(Elsevier B.V., 2005-09-15)
We report the exact fundamental solution for Kramers equation associated to a Brownian gas of charged particles, under the influence of homogeneous (spatially uniform) otherwise arbitrary, external mechanical, electrical ...
Dynamics of Pinus wood prices for different timber assortments: comparison of stochastic processes
(Cirad-centre Cooperation Int Recherche Agronomique Pour, 2022-01-01)
Understanding the dynamics of market prices for Pinus wood is a prerequisite for strategic decisions concerning forest investment plans since, in terms of the market, the exogenous risk to a project depends on timber ...
The thermohydrodynamical picture of a charged Brownian particle
(Sociedad Mexicana de Fisica, 2002-12-01)
We study a charged Brownian gas with a non uniform bath temperature, and present a thermohydrodynamical picture. Expansion on the collision time probes the validity of the local equilibrium approach and the relevant ...
The thermohydrodynamical picture of Brownian motion via a generalized Smoluchowsky equation
(Elsevier B.V., 2000-08-01)
Via an operator continued fraction scheme, we expand Kramers equation in the high friction limit. Then all distribution moments are expressed in terms of the first momemt (particle density). The latter satisfies a generalized ...
The thermohydrodynamical picture of Brownian motion via a generalized Smoluchowsky equation
(Elsevier B.V., 2000-08-01)
Via an operator continued fraction scheme, we expand Kramers equation in the high friction limit. Then all distribution moments are expressed in terms of the first momemt (particle density). The latter satisfies a generalized ...
FRACTIONAL TERM STRUCTURE MODELS: NO-ARBITRAGE AND CONSISTENCY
(Inst Mathematical StatisticsClevelandEUA, 2009)
Charged Brownian particles: Kramers and Smoluchowski equations and the hydrothermodynamical picture
(Elsevier Science BvAmsterdamHolanda, 2011)