Brownian motion of molecules: the classical theory

Physics – Condensed Matter – Statistical Mechanics

Scientific paper

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Scientific paper

A short review of the classical theory of Brownian motion is presented. A new
method is proposed for derivation of the Fokker-Planck equations, describing
the probability density evolution, from stochastic differential equations. It
is also proven via the central limit theorem that the white noise is only
Gaussian.

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