Ohrnstein—uhlenbeck process in a random potential
✍ Scribed by G. Papanicolaou; S. R. S. Varadhan
- Publisher
- John Wiley and Sons
- Year
- 1985
- Tongue
- English
- Weight
- 470 KB
- Volume
- 38
- Category
- Article
- ISSN
- 0010-3640
No coin nor oath required. For personal study only.
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It has been recently noted that the free particle Schro dinger equation in 1+1 dimensions occurs naturally in the description of correlations in random walks. In this non-quantum context, wave function solutions describe features of ensembles of random walks on lattices and are as a consequence obse