A Classical Mechanical Model of Brownian Motion with One Particle Coupled to a Random Wave Field

作者：Kusuoka Shigeo; Liang Song^*

来源：Stochastic Analysis and Applications, 2012, 30(3): 493-528.

DOI：10.1080/07362994.2012.668444

• Brownian motion
• Classical mechanics
• Convergence
• Diffusions
• Wave field

We consider the problem of deriving Brownian motions from classical mechanical systems. Specifically, we consider a system with one massive particle coupling to an ideal random wave field, evolved according to classical mechanical principles. We prove the almost sure existence and uniqueness of the solution of the considered dynamics, prove the convergence of the solution under a certain scaling limit and give the precise expression of the limiting process, a diffusion process.

• 出版日期2012