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Stochasticity

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Fractional Derivatives for Physicists and Engineers

Part of the book series: Nonlinear Physical Science ((NPS))

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Abstract

There exist two kinds of motion in classical physics: the deterministic motion with smooth trajectories obeying Newtonian law and the stochastic one with highly irregular broken trajectories described in terms of random processes theory. An ocular demonstration of the latter processes gives us Brownian motion. This chapter is devoted to stochastic processes. For simplicity, we will mainly focus on the one-dimensional case, but most of statements have higher-dimensional analogues.

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Authors and Affiliations

  1. Ulyanovsk State University, L. Tolstoj str 42, Ulyanovsk, 432 970, Russia

    Vladimir V. Uchaikin

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  1. Vladimir V. Uchaikin
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Uchaikin, V.V. (2013). Stochasticity. In: Fractional Derivatives for Physicists and Engineers. Nonlinear Physical Science. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-33911-0_3

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