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Books > Science & Mathematics > Mathematics > Geometry > Analytic geometry
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Fundamentals of Finslerian Diffusion with Applications (Hardcover, 1999 ed.)
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Fundamentals of Finslerian Diffusion with Applications (Hardcover, 1999 ed.)
Series: Fundamental Theories of Physics, 101
Expected to ship within 10 - 15 working days
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The erratic motion of pollen grains and other tiny particles
suspended in liquid is known as Brownian motion, after its
discoverer, Robert Brown, a botanist who worked in 1828, in London.
He turned over the problem of why this motion occurred to
physicists who were investigating kinetic theory and
thermodynamics; at a time when the existence of molecules had yet
to be established. In 1900, Henri Poincare lectured on this topic
to the 1900 International Congress of Physicists, in Paris [Wic95].
At this time, Louis Bachelier, a thesis student of Poincare, made a
monumental breakthrough with his Theory of Stock Market
Fluctuations, which is still studied today, [Co064]. Norbert Wiener
(1923), who was first to formulate a rigorous concept of the
Brownian path, is most often cited by mathematicians as the father
of the subject, while physicists will cite A. Einstein (1905) and
M. Smoluchowski. Both considered Markov diffusions and realized
that Brownian behaviour nd could be formulated in terms of
parabolic 2 order linear p. d. e. 'so Further more, from this
perspective, the covariance of changes in position could be allowed
to depend on the position itself, according to the invariant form
of the diffusion introduced by Kolmogorov in 1937, [KoI37]. Thus,
any time homogeneous Markov diffusion could be written in terms of
the Laplacian, intrinsically given by the symbol (covariance) of
the p. d. e. , plus a drift vec tor. The theory was further
advanced in 1949, when K.
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