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On the Theory of the Brownian Motion II

Ming Chen Wang and G. E. Uhlenbeck

Ming Chen Wang and G. E. Uhlenbeck

  • H. M. Randall Laboratory of Physics, University of Michigan, Ann Arbor, Michigan

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Rev. Mod. Phys. 17, 323 – Published 1 April, 1945

DOI: https://doi.org/10.1103/RevModPhys.17.323

References (37)

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  2. Omitted endnote

  3. S. Chandrasekhar Rev. Mod. Phys. 15, 1 (1943)

  4. Omitted endnote

  5. S. O. Rice, Bell Tel. J. 23, 282 (1944) ibid.25, 46 (1945)
  6. R. Furth, Ann. d. Physik 53, 177 (1917) Riemann-Weber, 3rd ed. Vol. II, p. 177 A. Kolmogoroff, Math. Ann. 104, 415 (1931) ibid.108, 149 (1933) W. Feller, 113, 113 (1936) Trans. Am. Math. Soc. 48, 488 (1940)
  7. H. A. Kramers, Physica 7, 284 (1940)

  8. Omitted endnote

  9. L. S. Ornstein and H. C. Burger, Versl. Kon. Acad. Amst. 27, 1146 (1919) ibid.28, 183 (1919) A. Kolmogoroff, Grundbegriffe der Wahrscheinlich-keitsrechnung (Berlin, 1933), p. 27 H. Wold, "A study in the analysis of stationary time series, Diss. Uppsala (1938) B. Hostinky, Ann. Inst. H. Poincaré, 3, 1 (1933) ibid.7, 69 (1937) Doob, Ann. Math. 43, 351 (1942)

  10. Omitted endnote

  11. Omitted endnote

  12. N. Wiener, Acta Math. 55, 117 (1930) Khintchine, Math. Ann. 109, 604 (1934) 1938, G. I. Taylor (Proc. Roy. Soc. 164, 476 (1938) ibid.164Rice I, p. 310
  13. reference 9 M. Fréchet, Traité du Calcul des Probabilités (1938), Vol. I, Part II, Section 3

  14. Omitted endnote

  15. E. Schrödinger and F. Kohlrausch, Physik. Zeits. 27, 306 (1926)

  16. Omitted endnote

  17. J. L. Doob, Ann. Math. 43, 351 (1942)
  18. J. L. Doob, Ann. Am. Stat. 15, 229 (1944)

  19. Omitted endnote

  20. Omitted endnote

  21. Omitted endnote

  22. Kolmogoroff, Math. Ann. 104, 415 (1931)

  23. Omitted endnote

  24. L. S. Ornstein and W. R. van Wyk, Physica 1, 235 (1934) Ming Chen Wang, Dissertation, Ann Arbor (1942) Chandrasekhar, reference 3

  25. Omitted endnote

  26. Omitted endnote

  27. Chandrasekhar(Scientific Papers Vol. 3, p. 473)
  28. Doob, reference 17 Section 10
  29. Doobthe equation of Kramers, Physica 7, 284 (1940)
  30. E. A. Guillemin, Communication Networks, Vol. I, Chap. IV

  31. Omitted endnote

  32. Omitted endnote

  33. Kramers, reference 29
  34. R. Furth, reference 6 M. Kac, Ann. Math. Stat. 16, 62 (1945)
  35. Smoluchowski, Wien. Sitz. Ber. 124, 339 (1915)
  36. H. Cramér, Random Variables and Probability Distributions (Cambridge Tracts No. 36, 1937), p. 110

  37. Omitted endnote

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Rev. Mod. Phys. 17, 323– Published 1 April, 1945

    © 1945 American Physical Society

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