On the path of an inert object impinged on one side by a Brownian particle
On the path of an inert object impinged on one side by a Brownian particle
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在惰性物体一侧被布朗粒子撞击的路径上
DOI:
10.1007/s004400100160
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发表时间:
2001
影响因子:
2
通讯作者:
F. Knight
中科院分区:
文献类型:
--
作者:
F. Knight
Abstract. A Brownian particle on R impinges at t = 0 on an inertial mass which is free to move but cannot be passed. We assume that for all t≥ 0 the total transfer of momentum by time t is a constant K times the local time that the two objects are in contact by time t. It is proved that, for each K > 0 and initial velocity V(0) of the inertial mass, there is, on the natural filtered probability space of a Brownian motion, a unique (in law) process describing the path of such a mass. If V(t) denotes its velocity, the law of V(-1)(t) is obtained explicitly for V(0) = 0, and its properties are examined.