Nonlinear Brownian motion

  title={Nonlinear Brownian motion},
  author={Yu L Klimontovich},
  • Yu L Klimontovich
  • Published 1996
The theory of Brownian motion as described by nonlinear Langevin equations and the corresponding Fokker – Planck equations is discussed. The general problems of the theory of nonlinear Brownian motion considered are: Brownian motion in a medium with nonlinear friction; critical analysis of the three forms of the relevant Langevin and Fokker – Planck equations (Ito’s form, Stratonovich’s form, and the kinetic form); the Smoluchowski equations and master equations for different cases; two methods… CONTINUE READING


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