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Potential theory of subordinate killed Brownian motion in a domain

✍ Scribed by Renming Song; Zoran Vondraček

Publisher: Springer
Year: 2003
Tongue: English
Weight: 195 KB
Volume: 125
Category: Article
ISSN: 1432-2064
DOI: 10.1007/s00440-002-0251-1

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K r a m e r s 1) has derived a diffusion equation in phase space, describing the motion of a particle subject to an external force and to the shuttling action of the Brownian forces caused by a surrounding medium in temperature equilibrium. In this paper a solution of Kramers' equation is obtained