On one generalization of the Langevin equation with determinate modulus of velocity

For a special class of systems of Itô stochastic equations with random coefficients, we establish conditions under which the modulus of the vector of state is not a random variable. We also consider possible ways of generalization of this problem.

Збережено в:
Бібліографічні деталі
Дата:1998
Автори: Chalykh, E. V., Чалых, Е. В.
Формат: Стаття
Мова:Російська
Англійська
Опубліковано: Institute of Mathematics, NAS of Ukraine 1998
Онлайн доступ:https://umj.imath.kiev.ua/index.php/umj/article/view/4882
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Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
Завантажити файл: Pdf

Репозитарії

Ukrains’kyi Matematychnyi Zhurnal
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author Chalykh, E. V.
Чалых, Е. В.
Чалых, Е. В.
author_facet Chalykh, E. V.
Чалых, Е. В.
Чалых, Е. В.
author_sort Chalykh, E. V.
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description For a special class of systems of Itô stochastic equations with random coefficients, we establish conditions under which the modulus of the vector of state is not a random variable. We also consider possible ways of generalization of this problem.
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spelling umjimathkievua-article-48822020-03-18T21:16:14Z On one generalization of the Langevin equation with determinate modulus of velocity Об одном обобщении уравнения Ланжевена с детерминированным модулем скорости Chalykh, E. V. Чалых, Е. В. Чалых, Е. В. For a special class of systems of Itô stochastic equations with random coefficients, we establish conditions under which the modulus of the vector of state is not a random variable. We also consider possible ways of generalization of this problem. Для спеціальної о класу системи стохастичпих рішіянь Іто з випадковими коефіцієнтами встановлено умови, при виконанні яких модуль вектора стану не є випадковою величиною. Розглядаються можливі шляхи узагальнення даної проблеми. Institute of Mathematics, NAS of Ukraine 1998-07-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4882 Ukrains’kyi Matematychnyi Zhurnal; Vol. 50 No. 7 (1998); 1004–1006 Український математичний журнал; Том 50 № 7 (1998); 1004–1006 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/4882/6463 https://umj.imath.kiev.ua/index.php/umj/article/view/4882/6464 Copyright (c) 1998 Chalykh E. V.
spellingShingle Chalykh, E. V.
Чалых, Е. В.
Чалых, Е. В.
On one generalization of the Langevin equation with determinate modulus of velocity
title On one generalization of the Langevin equation with determinate modulus of velocity
title_alt Об одном обобщении уравнения Ланжевена с детерминированным модулем скорости
title_full On one generalization of the Langevin equation with determinate modulus of velocity
title_fullStr On one generalization of the Langevin equation with determinate modulus of velocity
title_full_unstemmed On one generalization of the Langevin equation with determinate modulus of velocity
title_short On one generalization of the Langevin equation with determinate modulus of velocity
title_sort on one generalization of the langevin equation with determinate modulus of velocity
url https://umj.imath.kiev.ua/index.php/umj/article/view/4882
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