The Convergence of the Generalized Function Solution of Kramers’ Equation for Brownian Motion

Research output: Contribution to journalArticle

Abstract

The generalized function solution of Kramers’ equation describing Brownian motion is shown to be valid in type S function spaces of entir functions for at least a finite time.

Original languageEnglish (US)
Pages (from-to)69-83
Number of pages15
JournalTransport Theory and Statistical Physics
Volume13
Issue number1-2
DOIs
StatePublished - Jan 1 1984

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ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Mathematical Physics
  • Transportation
  • Physics and Astronomy(all)
  • Applied Mathematics

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