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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 ...
An isometric embedding of the g (t) -Brownian motion with application in stability and homotopy group
(2019-01-01)
In this work, we construct a g(t)-Brownian motion via an isometric embedding, whose approach permit to define the Laplace operator associated with parametrized metric g(t), for every t. We present an Itô formula for ...
Gravitation versus Brownian motion
(Institute of Mathematical, 2019)
We investigate the motion of an inert (massive) particle being impinged from below by a particle performing (reflected) Brownian motion. The velocity of the inert particle increases in proportion to the local time of ...
The Brownian motion : a rigorous but gentle introduction for economists
The authors of this book are university professors in finance with many years of
experience in research and teaching. During these years, not only one but several
radical changes could be observed. During the period ...
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 ...
Asymptotic behaviour of a Brownian motion on exterior domains
(2000)
We study the asymptotic behaviour of the transition density of a Brownian motion
in D, killed at @D, where Dc is a compact non polar set. Our main result concern
dimension d D 2, where we show that the transition density ...
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 ...
Non-Markovian expansion in quantum Brownian motion
(2013-10-09)
We consider the non-Markovian Langevin evolution of a dissipative dynamical system in quantum mechanics in the path integral formalism. After discussing the role of the frequency cutoff for the interaction of the system ...