Record Details
Stochastic models of the Brownian motion
ScholarsArchive at Oregon State University
| Field | Value |
|---|---|
| Title | Stochastic models of the Brownian motion |
| Names |
Politopoulos, Anthony Nicholas
(creator) Lonseth, A. T. (advisor) |
| Date Issued | 1965-12-14 (iso8601) |
| Note | Graduation date: 1966 |
| Abstract | This paper presents an exposition of the stochastic models for the Brownian motion. The results of Einstein and Wiener are presented, together with the Uhlenbeck-Ornstein process which gives a more realistic model of the Brownian motion of a particle. Finally, applying a one-one transformation on the forward Kolmogorov equation we have shown that the Uhlenbeck-Ornstein process can be transformed into the Wiener process. |
| Genre | Thesis/Dissertation |
| Topic | Brownian movements |
| Identifier | http://hdl.handle.net/1957/49503 |
