Keywords
Brownian motionLangevin equationMathematical analysisMathematicsDistribution (mathematics)Displacement (psychology)Partial differential equationBrownian excursionMotion (physics)Classical mechanicsDistribution functionDiffusion processStatistical physicsPhysicsGeometric Brownian motionQuantum mechanics
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Publication Info
- Year
- 1934
- Type
- article
- Volume
- 1
- Issue
- 1-6
- Pages
- 235-254
- Citations
- 30
- Access
- Closed
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Cite This
L. S. Ornstein,
W. R. van Wijk
(1934).
On the derivation of distribution functions in problems of Brownian motion.
Physica
, 1
(1-6)
, 235-254.
https://doi.org/10.1016/s0031-8914(34)90029-x
Identifiers
- DOI
- 10.1016/s0031-8914(34)90029-x