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PROB - Dynamical Theories of Brownian Motion

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Author(s): Nelson
Edition: 2
Publisher: Princeton univ press

Language: English
Pages: 113

Cover......Page 1
Preface to the 2nd Edition......Page 3
Contents......Page 4
1. Apology......Page 5
2. Robert Brown......Page 8
3. The period before Einstein......Page 12
4. Albert Einstein......Page 16
5. Derivation of the Wiener process......Page 21
6. Gaussian processes......Page 29
7. The Wiener integral......Page 32
8. A class of stochastic diff equations......Page 37
9. The Ornstein-Uhlenbeck theory of Brownian motion......Page 45
10. Brownian motion in a force field......Page 53
11. Kinematics of stochastic motion......Page 65
12. Dynamics of stochastic motion......Page 83
13. Kinematics of Markovian motion......Page 85
14. Remarks on quantum mechanics......Page 89
15. Brownian motion in the aether......Page 104
16. Comparison with quantum mechanics......Page 110