Dynamical Theories of Brownian Motion

These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the history of earlier work in Brownian motion, both t...

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Bibliographic Details
Main Author: Nelson, Edward
Format: eBook
Language:English
Published: Princeton, New Jersey Princeton University Press 2021, ©1967
Series:Mathematical Notes
Subjects:
Online Access:
Collection: DeGruyter MPG Collection - Collection details see MPG.ReNa
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245 0 0 |a Dynamical Theories of Brownian Motion  |h Elektronische Ressource  |c Edward Nelson 
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300 |a 142 pages 
505 0 |a Frontmatter -- CONTENTS -- §1. Apology -- §2. Robert Brown -- §3. The period before Einstein -- §4. Albert Einstein -- §5. Derivation of the Wiener process -- §6. Gaussian processes -- §7. The Wiener integral -- §8. A class of stochastic differential equations -- §9. The Ornstein-Uhlenbeck theory of Brownian motion -- §10. Brownian motion in a force field -- §11. Kinematics of stochastic motion -- §12. Dynamics of stochastic motion -- §13. Kinematics of Markoffian motion -- §14. Remarks on quantum mechanics -- §15. Brownian motion in the aether -- §16. Comparison with quantum mechanics 
653 |a Brownsche Bewegung 
653 |a Brownian movements 
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520 3 |a These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the history of earlier work in Brownian motion, both the mathematical theory, and the natural phenomenon with its physical interpretations. He continues through recent dynamical theories of Brownian motion, and concludes with a discussion of the relevance of these theories to quantum field theory and quantum statistical mechanics.