Abstract
Papers Nos. 14, 19, 24 are closely related to the important papers Nos. 9 and 17 dealing mainly with the general theory of continuous Markov (“Stochastically determined” in Kolmogorov’s terms) random processes. Starting from the well-known works by Einstein and Smoluchowski [1], [2], processes of this kind have been widely used in physics to describe Brownian motion of both individual particles and systems with many degrees of freedom; we recall in this connection that, as it turned out, the physicists Fokker and Planck, who studied Brownian motion, came to some of the conclusions given in No. 9 even earlier. It was therefore natural to expect that the results of No. 17 can also be directly applied to many problems concerning Brownian motion. Some concrete examples of these applications are given in Nos. 14, 19, 24.
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© 1992 Springer Science+Business Media Dordrecht
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Yaglom, A.M. (1992). Brownian Motion (Nos. 14, 19, 24). In: Shiryayev, A.N. (eds) Selected Works of A. N. Kolmogorov. Mathematics and Its Applications (Soviet Series), vol 26. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-2260-3_65
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DOI: https://doi.org/10.1007/978-94-011-2260-3_65
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