Physical Brownian motion in a magnetic field as a rough path
The indefinite integral of the homogenized Ornstein-Uhlenbeck process is a well-known model for physical Brownian motion, modelling the behaviour of an object subject to random impulses [L. S. Ornstein, G. E. Uhlenbeck: On the theory of Brownian Motion. In: Physical Review. 36, 1930, 823-841]. One c...
| Egile Nagusiak: | , , |
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| Formatua: | Journal article |
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American Mathematical Society
2015
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