Stochastic models of the Brownian motion

Graduate Thesis Or Dissertation

Público Deposited

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

Descriptions

Attribute Name	Values
Creator	Politopoulos, Anthony Nicholas
Abstract	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.
Resource Type	Masters Thesis
Fecha Disponible	2014-06-24T22:25:52+00:00
Fecha de Emisión	1965-12-14
Degree Level	Master's
Degree Name	Master of Science (M.S.)
Degree Field	Mathematics
Degree Grantor	Oregon State University
Commencement Year	1966
Advisor	Lonseth, A. T.
Academic Affiliation	Mathematics
Non-Academic Affiliation	Oregon State University. Graduate School
Subject	Brownian movements
Declaración de derechos	Copyright Not Evaluated
Publisher	Oregon State University
Peer Reviewed	No
Language	English [eng]
Digitization Specifications	File scanned at 300 ppi using ScandAll PRO 1.8.1 on a Fi-6670 in PDF format. CVista PdfCompressor 5.0 was used for pdf compression and textual OCR.
Replaces	http://hdl.handle.net/1957/49503

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