Construction of an analytic solution for one class of Langevin-type equations with orthogonal random actions

• Datum: 1998
• Hauptverfasser: Dubko, V. A., Chalykh, E. V., Дубко, В. А., Чалых, Е. В.
• Format: Artikel
• Sprache: Russisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 1998
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/4928
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We find an analytic representation of a solution of the Itô-Langevin equations in R 3 with orthogonal random actions with respect to the vector of the solution. We construct a stochastic process to which the integral of the solution weakly converges as a small positive parameter with the derivative...