upward

Brownian motion

D S Dean, I T Drummond, R R Horgan, Effective transport properties for diffusion in random media, JSM 2007, P07013 (2007)

Borodin A N, Salminen P, Handbook of brownian motion: Facts and formulae (Springer Basel AG, 2002), 2ed

Nelson E, Dynamical theories of Brownian motion (Princeton, 2001), 2ed

Peres Y, An invitation to sample paths of Brownian motion (Lecture Notes, 2001)

J Grasman, O A van Herwaarden, Asymptotic methods for the Fokker-Planck equation and the exit problem in applications (Springer, 1999)

Revuz D, Yor M, Continuous martingales and Brownian motion (Springer, 1999), 3ed – no p.26, 92, 222-223, 240-241

Ghez R, A primer of diffusion problems (Wiley, 1988)


G R Kneller, Generalized Kubo relations and conditions for anomalous diffusion: Physical insights from a mathematical theorem, JCP 134, 224106 (2011)

K V Samokhin, Distribution of the area enclosed by a 2D random walk in a disordered medium, PRE 59, R2501 (1999)

Drozdov A N, High-accuracy discrete path integral solutions for stochastic processes with noninvertible diffusion matrices, PRE 55, 2496 (1997)

Perturbation methods

King P R, The use of field theoretic methods for the study of flow in a heterogeneous porous medium, JPA 20, 3935 (1987)