New Type of Brownian Motion

M. Gitterman

Research output: Contribution to journalArticlepeer-review

26 Scopus citations


We consider an oscillator with a random mass for which the particles of the surrounding medium adhere to the oscillator for some random time after the collision (Brownian motion with adhesion for a harmonically bound particle). This is another form of a stochastic oscillator, different from oscillator usually studied that is subject to a random force or having random frequency or random damping. Calculation of the first two stationary moments shows that for white multiplicative noise of week strength the second moment coincides with that of usual Brownian motion, but for symmetric dichotomous noise, the second moment may appear the same type of the "energetic" instability, which exists for white noise random frequency or damping coefficient.

Original languageEnglish
Pages (from-to)239-243
Number of pages5
JournalJournal of Statistical Physics
Issue number1
StatePublished - Jan 2012


  • Random mass
  • Steady-state moments
  • Stochastic oscillator


Dive into the research topics of 'New Type of Brownian Motion'. Together they form a unique fingerprint.

Cite this