On the Theory of the Brownian Motion II

DOI10.1103/REVMODPHYS.17.323zbMATH Open0063.08172WikidataQ56864417 ScholiaQ56864417MaRDI QIDQ5846786FDOQ5846786

Authors: Ming Chen Wang, G. E. Uhlenbeck 

Publication date: 1945

Published in: Reviews of Modern Physics (Search for Journal in Brave)

Cites Work

• Stochastic Problems in Physics and Astronomy
• Brownian motion in a field of force and the diffusion model of chemical reactions
• Mathematical Analysis of Random Noise
• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
• Korrelationstheorie der stationären stochastischen Prozesse
• Mathematical Analysis of Random Noise
• Zur Theorie der stetigen zufälligen Prozesse
• The Elementary Gaussian Processes
• The Brownian movement and stochastic equations
• Zur Theorie der stochastischen Prozesse. (Existenz- und Eindeutigkeitssätze.)
• Random Walk in the Presence of Absorbing Barriers
• On the derivation of distribution functions in problems of Brownian motion

Cited In (only showing first 100 items - show all)

• Sensitivity analysis of stochastic kinetic models
• MEAN VARIANCE AND SKEWNESS OF THE FIRST PASSAGE TIME FOR THE ORNSTEIN-UHLENBECK PROCESS
• Exact Statistical Mechanics of a One-Dimensional System with Coulomb Forces. II. The Method of Functional Integration
• Time-Varying Perturbations Can Distinguish Among Integrate-to-Threshold Models for Perceptual Decision Making in Reaction Time Tasks
• A non-autonomous stochastic predator-prey model
• Stationary Nonequilibrium Gibbsian Ensembles
• The Cameron—Martin—Wiener method in turbulence and in Burgers’ model: general formulae, and application to late decay
• Analysis of a Nonlinear First-Order System with a White Noise Input
• Stationary Measures for the Flow of a Linear Differential Equation Driven by White Noise
• Fluctuations and Irreversible Processes
• New Formulation of Stochastic Theory and Quantum Mechanics
• Statistical Mechanics of Assemblies of Coupled Oscillators
• Fluctuations and Irreversible Thermodynamics
• Asymptotic analysis of transport processes
• Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation†
• Classicalization times of parametrically amplified ``Schrödinger cat states coupled to phase-sensitive reservoirs
• Pressure Broadening in the Microwave and Infra-Red Regions
• Ornstein-Uhlenbeck process, Cauchy process, and Ornstein-Uhlenbeck-Cauchy process on a circle
• Irreversibility and Generalized Noise
• A finite difference approach for the initial-boundary value problem of the fractional Klein-Kramers equation in phase space
• Non-Markovian diffusion over a saddle with a generalized Langevin equation
• The approach to the Boltzmann distribution in Brownian motion
• Relativistic Stochastic Processes
• Explicit asymptotics on first passage times of diffusion processes
• Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems
• First passage time and extremum properties of Markov and independent processes
• The kinetic boundary layer for the Klein-Kramers equation: A new numerical approach
• Fluctuations from the Nonequilibrium Steady State
• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces
• The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time
• From the Ehrenfest model to time-fractional stochastic processes
• Hardy-Littlewood-Sobolev inequalities for a class of non-symmetric and non-doubling hypoelliptic semigroups
• The dynamics of two entangled qubits exposed to classical noise: role of spatial and temporal noise correlations
• Asymptotics of the entropy production rate for \(d\)-dimensional Ornstein-Uhlenbeck processes
• Asymptotic theory of the linear transport equation for small mean free paths. I
• Existence of steady-state probability distributions in multilocus models for genotype evolution
• Toward explaining why events occur
• Fast matrix exponent for deterministic or random excitations
• Dynamic theory of action-perception patterns: the ``moving room paradigm
• A path space picture for Feynman-Kac averages
• Stochastic evolution equations and related measure processes
• On the classical reaction rate and the first-time problems of Brownian motion
• Electron storage ring distributions near linear resonance
• Random walk with persistence and external bias
• On a Theorem of Irreversible Thermodynamics
• Numerical integration of the Langevin equation: Monte Carlo simulation
• On the First Passage Time Probability Problem
• Mechanics of biomolecules
• The response of a spatially distributed neuron to white noise current injection
• Half-range completeness for the Fokker-Planck equation. I
• The density profile for the Klein-Kramers equation near an absorbing wall
• Statistical theory of irreversible processes. I. Integral over fluctation path formulation
• Influence of Electric and Magnetic Fields on Angular Correlations
• Calculus for functions of noncommuting operators and general phase-space methods in quantum mechanics. II: Quantum mechanics in phase space
• Stochastic theory of compressible turbulent fluid transport
• Dynamics of non-autonomous fractional Ginzburg-Landau equations driven by colored noise
• Limit theorems for beta-Jacobi ensembles
• Short-time correlations of many-body systems described by nonlinear Fokker-Planck equations and Vlasov-Fokker-Planck equations
• Ornstein–Uhlenbeck operators and semigroups
• The distribution of exit times for weakly colored noise
• Perks' distributions and their role in the theory of Wiener's stochastic variables
• The generalized Langevin equation with Gaussian fluctuations
• The similarity problem for indefinite Sturm-Liouville operators and the HELP inequality
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• Diffusion of Brownian particles in shear flows
• Thermal Fluctuations in a Nonlinear System
• Characterization of Subthreshold Voltage Fluctuations in Neuronal Membranes
• On the Approach to Statistical Equilibrium
• Holographic Brownian motion and time scales in strongly coupled plasmas
• Can colored noise improve stochastic resonance?
• Flux to a trap
• Quantum stochastic differential equations for boson and fermion systems -- method of non-equilibrium thermo field dynamics.
• On an urn problem of Paul and Tatiana Ehrenfest
• Turbulence suppression by active control
• Asymptotic behavior of random FitzHugh-Nagumo systems driven by colored noise
• Enhanced separation of diffusing particles by chaotic advection
• Non-stationary response of linear systems under stochastic Gaussian and non-Gaussian excitation: a brief overview of recent results.
• Multi-valued random dynamics of partly dissipative reaction–diffusion system with discontinuous nonlinearity on RN
• A survey of stability of stochastic systems
• Aspects of the disordered harmonic chain
• Langevin-like equation with colored noise
• Model of Thermally Activated Hopping Motion in Solids
• Measurement, information and uncertainty
• A random walk model of ovum transport
• Cultural epigenetics: on the heritability of complex diseases
• Steady-state kinetic temperature distribution in a two-dimensional square harmonic scalar lattice lying in a viscous environment and subjected to a point heat source
• Random vibration analysis of a nonlinear inertia switch with set-up type stiffness characteristics
• Path integral method applied to the Brownian rotation of a symmetric top
• Properties of noise correlation functions of Langevin-like equations
• Interaction of chaotic advection and diffusion
• Laguerre ensemble and integrable systems
• How does transient signaling input affect the spike timing of postsynaptic neuron near the threshold regime: an analytical study
• An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand
• Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method
• Time-frequency Wigner evolution of the quantum Langevin equation
• Statistical Criteria for the Detection of Pulsed Carriers in Noise. I
• Low-complexity learning of linear quadratic regulators from noisy data
• Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes
• Information dissipation in quantum-chaotic systems: Computational view and measurement induction
• Quantum fluctuation and dissipation in holographic theories: a unifying study scheme

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