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

• Date: 1998
• Main Authors: Chalykh, E. V., Чалых, Е. В.
• Format: Article
• Language: Russian; English
• Published: Institute of Mathematics, NAS of Ukraine 1998
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/4882
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

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.