Brownian motion near an absorbing sphere

DOI10.1007/BF01017980zbMath0739.60072OpenAlexW2055655805MaRDI QIDQ1182257

Petre Dita, Anne Boutet de Monvel-Berthier

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1007/bf01017980

zbMATH Keywords

Fokker-Planck equationBrownian motionabsorbing boundary

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (1)

Brownian motion in a uniform force field. Solution of a boundary value problem for the stationary equation

Cites Work

• Half-range completeness for the Fokker-Planck equation. I
• The Fokker-Planck equation with absorbing boundary
• Fokker Planck transport equation with reference to spherically symmeetric problems
• Stochastic Problems in Physics and Astronomy
• On the Theory of the Brownian Motion II

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