This paper presents an exposition of the stochastic models
for the Brownian motion. The results of Einstein and Wiener are
presented, together with the Uhlenbeck-Ornstein process which
gives a more realistic model of the Brownian motion of a particle.
Finally, applying a one-one transformation on the forward
Kolmogorov equation we...
In the first chapter of this thesis, several methods are used to
solve an n-th order linear ordinary differential equation with constant
coefficients together with n known initial values. The first
method is the standard elementary method where the general solution
of the differential system is found as a sum...