𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Mollifier approximation of Brownian motion in stochastic integral

✍ Scribed by B. Žibaitis


Publisher
Springer
Year
1990
Tongue
English
Weight
373 KB
Volume
30
Category
Article
ISSN
0363-1672

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Brownian motion in a weak stochastic fie
✍ 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