# Tagged Questions

447 views

### References for a physicist migrating to stochastic processes

I've studied "Markov Chains" - Norris and "Measure, Integral and Probability" - Capinski, Kopp. Now, I'm looking for a couple of books (or other references) that help me bridging these two topics. ...
230 views

### What is the characteristic functional for Brownian motion on a sphere?

I'm a physicist, somewhat familiar with stochastic processes, but I'm a little unsure of what follows. What I basically have is a complicated quantity involving a vector that is equivalent to ...
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### Master Equation to Fokker-Planck for a Jump-Diffusion

Does anyone know if there is a derivation of the Master Equation approximation by a Kolmogorov backward equation (Fokker-Planck) to a jump-diffusion with a compensated Poissonian integral? If not, can ...
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### Brownian particles in a box: the probability that a sphere (of some radius) centered on a particle only contains one particle for a duration of time

Imagine I have a set of $(s_1,...,s_N) \in S$ Brownian particles in a box of sidelength $L$, each with the same coefficient of diffusion $D$. We fix one particle at the center of the box, and draw a ...
322 views

### Path integrals for stochastic equations

Does there exist a rigorous mathematical proof for path integral representations given in the physics literature? See for example http://arxiv.org/abs/hep-ph/9912209v1 For imaginary time rigorous ...
290 views

### Probability distribution for two-state system that depends on residence time

I am a statistical physicist, and I've come across a problem that I don't know how to solve. I believe my issue lies with how to formulate it mathematically. I'd be very grateful for any assistance, ...
I place two spherical particles, $P_1$ and $P_2$ (with radii $r_1$ & $r_2$), into a cylindrical container of radius $r_c$ ($r_1$ & $r_2$ $\leq \frac{1}{2}r_c$) and height $h$. While $P_1$ is ...
I'm trying to understand a 1954 paper of Kubo intitled "Note on the stochastic theory of resonance absorption". The specific problem can be stated mathematically as follows: let $X(t)$ be a random ...