Topics in stochastic analysis

This thesis uses Nelson's stochastic mechanics to study a variety of problems. These include point sources, particles in a constant magnetic field with oscillator potentials and Brownian Motion with a constant drift. By using a finite difference approximation Chapter 1 gives an account of the S...

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Bibliographic Details
Main Author: Davies, M. J.
Published: Swansea University 1993
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.636421