Dynamical Theories of Brownian Motion / / Edward Nelson.
These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the history of earlier work in Brownian motion, both t...
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Superior document: | Title is part of eBook package: De Gruyter Princeton Mathematical Notes eBook-Package 1970-2016 |
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Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2021] ©1967 |
Year of Publication: | 2021 |
Language: | English |
Series: | Mathematical Notes ;
106 |
Online Access: | |
Physical Description: | 1 online resource (148 p.) |
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Other title: | Frontmatter -- CONTENTS -- §1. Apology -- §2. Robert Brown -- §3. The period before Einstein -- §4. Albert Einstein -- §5. Derivation of the Wiener process -- §6. Gaussian processes -- §7. The Wiener integral -- §8. A class of stochastic differential equations -- §9. The Ornstein-Uhlenbeck theory of Brownian motion -- §10. Brownian motion in a force field -- §11. Kinematics of stochastic motion -- §12. Dynamics of stochastic motion -- §13. Kinematics of Markoffian motion -- §14. Remarks on quantum mechanics -- §15. Brownian motion in the aether -- §16. Comparison with quantum mechanics |
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Summary: | These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the history of earlier work in Brownian motion, both the mathematical theory, and the natural phenomenon with its physical interpretations. He continues through recent dynamical theories of Brownian motion, and concludes with a discussion of the relevance of these theories to quantum field theory and quantum statistical mechanics. |
Format: | Mode of access: Internet via World Wide Web. |
ISBN: | 9780691219615 9783110494921 |
DOI: | 10.1515/9780691219615?locatt=mode:legacy |
Access: | restricted access |
Hierarchical level: | Monograph |
Statement of Responsibility: | Edward Nelson. |