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On standard Brownian motion: The Einstein 1905 arguments revisited
by
Goran Peskir
University of Aarhus
In the first part we shall present the arguments used by Einstein in 1905 to model Brownian motion. We shall discuss their relevance for the subsequent development of probability theory in the 20th century. In the second part we shall derive the equation of motion of a Brownian particle suspended in a heat pipe. We shall explain how this motion and equation relate to some key issues in stochastic mechanics and calculus.
Key words and phrases: the diffusion equation, the heat conduction equation, the Kolmogorov forward equation (the Fokker-Planck equation), diffusion coefficient, pressure, friction, stationary independent increments, heat pipe.
Date received: May 3, 2000
Copyright © 2000 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # caex-70.