SKEW BROWNIAN MOTIONWITH DRY FRICTION: PUGACHEV-SVESHNIKOV APPROACH

被引：2

作者：

Berezin, Sergey ^{[1
]}

Zayats, Oleg ^{[1
]}

机构：

[1] Peter Great St Petersburg Polytech Univ, Dept Appl Math, Polytekhnicheskaya 29, St Petersburg 195251, Russia

来源：

MATERIALS PHYSICS AND MECHANICS | 2019年 / 41卷 / 01期

关键词：

Skew Brownian motion; Pugachev-Sveshnikov equation; dry friction; local time; SYSTEM;

D O I：

10.18720/MPM.4112019_17

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

The Caughey-Dieness process, also known as the Brownian motion with two valued drift, is used in theoretical physics as an advanced model of the Brownian particle velocity if the resistant force is assumed to be dry friction. This process also appears in many other fields such as applied physics, mechanics, astrophysics, and pure mathematics. In the present paper we are concerned with a more general process, skew Brownian motion with dry friction. The probability distribution of the process itself and of its occupation time on the positive half line are studied. The approach based on the Pugachev-Sveshnikov equation is used.

引用

页码：103 / 110

页数：8

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