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

DOI10.1080/00411459408203541zbMath0826.60066OpenAlexW2054979080MaRDI QIDQ4317642

Petre Dita, Anne Boutet de Monvel-Berthier

Publication date: 20 December 1994

Published in: Transport Theory and Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00411459408203541

zbMATH Keywords

Brownian motionintegral representationfundamental solutionKontorovich-Lebedev transform

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

• Boundary value problems in abstract kinetic theory
• Brownian motion near an absorbing sphere
• Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)
• Half-range solutions of Sturm-Liouville kinetic equations
• Stochastic Problems in Physics and Astronomy