Brownian Particle Equation

Shigeyoshi Ogawa ()
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Shigeyoshi Ogawa: Ritsumeikan University, Department of Mathematical Sciences

Chapter Chapter 6 in Noncausal Stochastic Calculus, 2017, pp 109-125 from Springer

Abstract: Abstract The Brownian particle equation, which we call BPE for short, is an SPDE (stochastic partial differential equation) of the first order including the white noise $$\dot{W} ={\displaystyle }{\frac{d}{dt}W_t}$$ as coefficients at least in its principal part.

Date: 2017
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DOI: 10.1007/978-4-431-56576-5_6

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