منابع مشابه
The snapping out Brownian motion
We give a probabilistic representation of a one-dimensional diffusion, equation where the solution is discontinuous at 0 with a jump proportional to its flux. This kind of interface condition is usually seen as a semi-permeable barrier. For this, we use a process called here the snapping out Brownian motion, whose properties are studied. As this construction is motivated by applications, for ex...
متن کاملBrownian Motion: The Link Between Probability and Mathematical Analysis
This article has no abstract.
متن کاملBrownian Brownian Motion – I
A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M ≫ 1 and the gas is represented by just one point particle of mass m = 1, which interacts with the disk and the walls of the container via elastic collisions. Chaotic behavior of...
متن کاملBrownian Motion
This paper begins to explore a rigorous introduction to probability theory using ideas from algebra, measure theory, and other areas. We start with a basic explanation of terms and ideas and then move onto an attempt at explaining Brownian motion.
متن کاملBrownian Motion
This paper seeks to study standard Brownian motion and some of its properties. We construct this stochastic process and demonstrate a few properties including continuity and non-differentiability.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2016
ISSN: 1050-5164
DOI: 10.1214/15-aap1131