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.
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| Date: | 1998 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1998
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4882 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |