布朗運(yùn)動(dòng)及其應(yīng)用-文庫(kù)吧資料
2025-07-04 09:41本頁(yè)面
【正文】 trajectories) self affine function is available. Said: (as) (0) Xtt is the standard Brown motion, then each of the following is the standard Brown random function 1, (21).) (/) from XtcXtc (c 0 is a constant, t = 0), 2 (2)) () (XtXthhX) (H 0 is a constant, t = 0), 13 (3)) (0) (0) (0) tXttXttThe motion of particles is very much in the form of translation and its transfer. It is obvious that the particles are not related to each other. Even when the particles are close to each other, the particle motion is not affected by the particle size.Bach Leigh Ye in France in 1900, the speculation theory, the stock price is also seen as a random movement, the resulting equation is very similar to the description of the Brown particle motion, but the resulting stock price may be negative, apparently inconsistent with the actual, Bach Leigh Ye socalled Brown movement, in other words, he put the stock price changes, the ideal for the Brown movement before the study, it represents the meaning of no rules, as long as the economy The research of control theory. Absorbed by founder Weiner in 1923 on the Brown campaign made a strict mathematical definition, according to this definition, the Brown movement is a kind of independent increment process, so it is a Markov process, the mathematical munity is often the Brown campaign called (1952): the theory of portfolio selection。s discovery is a new phenomenon, what is it? It is very much puzzled. After Brown, this problem has been put forward, so many scholars have conducted longterm research. Some early researchers simply put it down to heat or electricity and other external factors caused the most. A reasonable explanation is early to Wiener (1826 1896), in 1863 he proposed the Brown vibration movement originated in the molecule, he published observations on the particle velocity and size relations for the first time. But his molecular models are not modern models, he saw was actually the particle displacement, and no vibration.In 70 80 years, some scholars consider Brown explicitly attributed to liquid molecular collision particle results, these scholars have Capon Neil Delsol and rayon and ladder, Negri. Negri (1879) botanist from fungi, bacteria spread through the air, that these particles even in still air or not heavy. Linked to the gas molecular physics movement in all directions at a high speed of the conclusion, he speculated that the flying dust is gas molecules from the direction of impact results seen in the sun. He said: being thrown around these tiny dust like elastic ball, the molecule itself as Can keep a long suspension. But this may Negri and give up the way to the correct interpretation, he calculated th
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