A Classical Mechanical Model of Brownian Motion with One Particle Coupled to a Random Wave Field

DOI10.1080/07362994.2012.668444zbMath1246.60092OpenAlexW2024596499MaRDI QIDQ2893290

Song Liang, Shigeo Kusuoka

Publication date: 20 June 2012

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2012.668444

zbMATH Keywords

convergenceBrownian motiondiffusionsclassical mechanicswave field

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05)

Cites Work

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• An invariance principle for reversible Markov processes. Applications to random motions in random environments
• A mechanical model of Brownian motion in half-space
• A mechanical model of Brownian motion
• Effective dynamics for a mechanical particle coupled to a wave field
• Dynamics of Ginzburg-Landau vortices
• A mechanical model for the Brownian motion of a convex body
• A CLASSICAL MECHANICAL MODEL OF BROWNIAN MOTION WITH PLURAL PARTICLES

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