Brownian motion of molecules: the classical theory

Roumen Tsekov

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arXiv · 1005.1490

Brownian motion of molecules: the classical theory

Roumen Tsekov

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Abstract

A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also proven via the central limit theorem that the white noise is only Gaussian.

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Roumen Tsekov. 2011-04-06. Brownian motion of molecules: the classical theory. https://arxiv.org/abs/1005.1490

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