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General Martingale Characterization of G -Brownian Motion

✍ Scribed by Lin, Qian


Book ID
124166523
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
237 KB
Volume
31
Category
Article
ISSN
0736-2994

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πŸ“œ SIMILAR VOLUMES


On a Characterization of Brownian Motion
✍ Skitovicn, V. P. πŸ“‚ Article πŸ“… 1956 πŸ› Society for Industrial and Applied Mathematics 🌐 English βš– 259 KB
On Kramers' general theory of Brownian m
✍ H.C. Brinkman πŸ“‚ Article πŸ“… 1957 πŸ› Elsevier Science βš– 343 KB

Kramers' general theory of Brownian motion 1) based On a diffusion equation in phase space is discussed from the standpoint of statistical thermodynamics. It is concluded that for particles moving in a medium in equilibrium the restrictions imposed by the second law of thermodynamics limit I(ramers'