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Stochastic models of the Brownian motion Public Deposited

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https://ir.library.oregonstate.edu/concern/graduate_thesis_or_dissertations/td96k564x

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  • 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 have shown that the Uhlenbeck-Ornstein process can be transformed into the Wiener process.
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  • description.provenance : Made available in DSpace on 2014-06-24T22:25:52Z (GMT). No. of bitstreams: 1 PolitopoulosAnthonyN1966.pdf: 6822426 bytes, checksum: aad8b246292342cf08a7fa101c9562d7 (MD5) Previous issue date: 1965-12-14
  • description.provenance : Approved for entry into archive by Katy Davis(kdscannerosu@gmail.com) on 2014-06-24T22:22:18Z (GMT) No. of bitstreams: 1 PolitopoulosAnthonyN1966.pdf: 6822426 bytes, checksum: aad8b246292342cf08a7fa101c9562d7 (MD5)
  • description.provenance : Approved for entry into archive by Katy Davis(kdscannerosu@gmail.com) on 2014-06-24T22:25:52Z (GMT) No. of bitstreams: 1 PolitopoulosAnthonyN1966.pdf: 6822426 bytes, checksum: aad8b246292342cf08a7fa101c9562d7 (MD5)
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