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紀要論文
On the basis of a mathematical theorem of stochastic processes, a path integral theory of Brownian motion is formulated. The abstract mathematical formula is transformed into a tractable path integral form. Besides formal manipulation, a practical method of evaluating the path integrals is presented and applied to linear and nonlinear problems of irreversible processes including Brownian motion of spins. Results are shown to be satisfactory.
収録刊行物
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- お茶の水女子大學自然科學報告
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お茶の水女子大學自然科學報告 43 (1), 25-44, 1992-07-15
お茶の水女子大学
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詳細情報 詳細情報について
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- CRID
- 1050001202948802944
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- NII論文ID
- 110005944162
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- NII書誌ID
- AN00033958
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- ISSN
- 00298190
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- HANDLE
- 10083/817
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- NDL書誌ID
- 3779531
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- 本文言語コード
- en
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- 資料種別
- departmental bulletin paper
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- データソース種別
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- IRDB
- NDL
- CiNii Articles