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Gaussian approximations of Brownian motion in a stochastic integral

✍ Scribed by V. Mackevičius; B. Žibaitis

Publisher
Springer
Year
1993
Tongue
English
Weight
547 KB
Volume
33
Category
Article
ISSN
0363-1672

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Brownian motion in a weak stochastic fie
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✍ E. Levich; L.M. Pismen 📂 Article 📅 1976 🏛 Elsevier Science 🌐 English ⚖ 298 KB

The diffusion of particles in an arbitrary stochastic force field is considered. It is shown that if the magnitude of the stochastic force depends both on time and space cocrdinates, the expression for the diffusion tensor may differ significantly from the usuai one obtained when the stochastic forc