Published December 4, 2009 | Version v1
Journal article

Area distribution of an elastic Brownian motion

  • 1. Dipartimento di Fisica Teorica and INFN, Universita di Torino, Via P Giuria 1, 10125 Torino (Italy)

Description

We calculate the excursion and meander area distributions of the elastic Brownian motion by using the self-adjoint extension of the Hamiltonian of the free quantum particle on the half line. We also give some comments on the area of the Brownian motion bridge on the real line with the origin removed. We will focus on the power of self-adjoint extension to investigate different possible boundary conditions for the stochastic processes. We also discuss some possible physical applications.

Availability note (English)

Available from http://dx.doi.org/10.1088/1751-8113/42/48/485205

Additional details

Identifiers

DOI
10.1088/1751-8113/42/48/485205;
PII
S1751-8113(09)22098-1;

Publishing Information

Journal Title
Journal of Physics. A, Mathematical and Theoretical (Online)
Journal Volume
42
Journal Issue
48
Journal Page Range
[14 p.]
ISSN
1751-8121

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
41054088
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
BOUNDARY CONDITIONS; BROWNIAN MOVEMENT; DISTRIBUTION; HAMILTONIANS; STOCHASTIC PROCESSES
Descriptors DEC
MATHEMATICAL OPERATORS; QUANTUM OPERATORS