Brownian motion on a manifold

DOI10.1007/BF01010902zbMath0634.60068OpenAlexW2145474815MaRDI QIDQ1096976

N. G. van Kampen

Publication date: 1986

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01010902

zbMATH Keywords

Brownian motion on a manifoldSmoluchowski diffusion equationphysical constraintKramers equation

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Related Items

Stochastic thermodynamics of holonomic systems, Generally covariant state-dependent diffusion, A geometrical method for the Smoluchowski equation on the sphere, Small mass limit of a Langevin equation on a manifold, Inflationary stochastic anomalies, The Langevin equation on Lie algebras: Maxwell-Boltzmann is not always the equilibrium, A manifestly covariant theory of multifield stochastic inflation in phase space: solving the discretisation ambiguity in stochastic inflation

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