Dynamical theories of Brownian motion
zbMATH Open1375.60013MaRDI QIDQ4597627FDOQ4597627
Authors: Edward Nelson 
Publication date: 14 December 2017
Full work available at URL: https://web.math.princeton.edu/~nelson/books/bmotion.pdf
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Cited In (30)
- A variational characterization of Langevin-Smoluchowski diffusions
- Homogenization of dissipative Hamiltonian systems under Lévy fluctuations
- The Sharma-Parthasarathy stochastic two-body problem
- Two-velocity hydrodynamics in fluid mechanics. II. Existence of global \(\kappa\)-entropy solutions to the compressible Navier-Stokes systems with degenerate viscosities
- Stochastic geometric mechanics in nonequilibrium thermodynamics: Schrödinger meets Onsager *
- Precise Arrhenius law for \(p\)-forms: the Witten Laplacian and Morse-Barannikov complex
- From second-order differential geometry to stochastic geometric mechanics
- On extremals of the entropy production by ``Langevin-Kramers dynamics
- Non-isothermal inertial Brownian motion
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- Classical uncertainty relations and entropy production in non-equilibrium statistical mechanics
- A stochastic Noether theorem.
- Stochastic modification of Newtonian dynamics and induced potential—Application to spiral galaxies and the dark potential
- The long time behavior of Brownian motion in tilted periodic potentials
- A low-rank approach to the computation of path integrals
- Homogeneous random fields and statistical mechanics
- A Doob h-transform of the Gross-Pitaevskii Hamiltonian
- Optimal control of underdamped systems: an analytic approach
- Stochastic embedding of Lagrangian systems.
- The stochastisation hypothesis and the spacing of planetary systems
- Title not available (Why is that?)
- State distributions and minimum relative entropy noise sequences in uncertain stochastic systems: the discrete-time case
- Extension of a stochastic integral with respect to cylindrical martingales
- Numerical simulation of a moving rigid body in a rarefied gas
- The construction of chaos theory
- A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions
- Title not available (Why is that?)
- Metastable transitions in inertial Langevin systems: what can be different from the overdamped case?
- Multiscale functions, scale dynamics, and applications to partial differential equations
- Stochastic Problems in Physics and Astronomy
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