Published December 4, 2009
| Version v1
Journal article
Area distribution of an elastic Brownian motion
Creators
- 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/10.1088/1751-8113/42/48/485205Additional 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