Brownian motion with a sticky boundary and point sources in quantum mechanics

DOI10.1016/0895-7177(94)90164-3zbMath0808.60095OpenAlexW2050515682MaRDI QIDQ1336734

V. Pereyra

Publication date: 22 February 1995

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(94)90164-3

zbMATH Keywords

large time behaviourNelson's stochastic mechanicsBrownian motion with a constant drift

Mathematics Subject Classification ID

Brownian motion (60J65) Other physical applications of random processes (60K40) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Related Items

Functional convergence to the local time of a sticky diffusion, Markov chain approximation of one-dimensional sticky diffusions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic mechanics and stochastic processes. Proceedings of a conference held in Swansea, UK, Aug. 4-8, 1986
• Probabilistic approach to the equilibrium problem in potential theory
• The parabolic differential equations and the associated semigroups of transformation