PECULIARITIES OF THE DYNAMICS OF A BROWNIAN PARTICLE WITH RANDOM DISTURBANCES ORTHOGONAL TO ITS SPEED

DOI10.25587/svfu.2019.31.78.003MaRDI QIDQ6193197

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Publication date: 12 March 2024

Published in: Журнал «Математические заметки СВФУ» (Search for Journal in Brave)

zbMATH Keywords

wave equationdiffusion approximationLangevin equationfirst integralorthogonal perturbations

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Statistical mechanics, structure of matter (82-XX)

Cites Work

• Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
• A stochastic model related to the telegrapher's equation
• Additive bijections of \(C(X)\)
• A planar random motion governed by the two-dimensional telegraph equation
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