Area Distribution of Elastic Brownian Motion
Statistical Mechanics
2015-05-13 v2
Abstract
We calculate the excursion and meander area distributions of the elastic Brownian motion by using the self adjoint extension of the Hamiltonian of the free quantum particle on the half line. We also give some comments on the area of the Brownian motion bridge on the real line with the origin removed. We will stress on the power of self adjoint extension to investigate different possible boundary conditions for the stochastic processes.
Keywords
Cite
@article{arxiv.0906.3262,
title = {Area Distribution of Elastic Brownian Motion},
author = {M. A. Rajabpour},
journal= {arXiv preprint arXiv:0906.3262},
year = {2015}
}
Comments
18 pages, published version