HIGHLIGHTS
- Who: The Brownian motion and collaborators from the Nanjing Jinling High School Cambridge, level Centre, Nanjing, China have published the research: The Brownian motion, Wiener process, and Pu migration as examples of random walk, in the : Proceedings of the 2nd International Conference on Mathematical Physics and Computational Simulation
- How: In this experiment Anomalous Diffusion Equation (ADE) and CTRW can be used.
SUMMARY
Brownian motion is the most fundamental class of stochastic processes. A stochastic process 𝑊(𝑡) (𝑡 > 0) is defined as a Brownian motion when the increments of Δ𝑡 for each time period of . . .
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