Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2010-05-10
Ann. Univ. Sofia, Fac. Chem. 88(1) (1995) 57-66
Physics
Condensed Matter
Statistical Mechanics
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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