Construction of an analytic solution for one class of Langevin-type equations with orthogonal random actions
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...
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| Дата: | 1998 |
|---|---|
| Автори: | , , , |
| Формат: | Стаття |
| Мова: | Російська Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
1998
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/4928 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860511111059603456 |
|---|---|
| author | Dubko, V. A. Chalykh, E. V. Дубко, В. А. Чалых, Е. В. Дубко, В. А. Чалых, Е. В. |
| author_facet | Dubko, V. A. Chalykh, E. V. Дубко, В. А. Чалых, Е. В. Дубко, В. А. Чалых, Е. В. |
| author_sort | Dubko, V. A. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T21:17:16Z |
| description | 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 in the equation tends to zero. |
| first_indexed | 2026-03-24T03:07:41Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-4928 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:07:41Z |
| publishDate | 1998 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/ef/1ee67465253628d89d225c6bf47a7bef.pdf |
| spelling | umjimathkievua-article-49282020-03-18T21:17:16Z Construction of an analytic solution for one class of Langevin-type equations with orthogonal random actions Построение аналитического решения для одного класса уравнений типа Ланжевена с ортогональными случайными воздействиями Dubko, V. A. Chalykh, E. V. Дубко, В. А. Чалых, Е. В. Дубко, В. А. Чалых, Е. В. 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 in the equation tends to zero. Знайдено аналітичне зображення розв'язку рівнянь Іто - Лаижевена в $R^3$ з ортогональними випадковими впливами по відношенню до вектора розв'язку. Побудовано стохастичний процес, до якого слабко збігається інтеграл від розв'язку, коли малий додатний параметр при похідній рівняння прямує до нуля. Institute of Mathematics, NAS of Ukraine 1998-04-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4928 Ukrains’kyi Matematychnyi Zhurnal; Vol. 50 No. 4 (1998); 588–589 Український математичний журнал; Том 50 № 4 (1998); 588–589 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/4928/6555 https://umj.imath.kiev.ua/index.php/umj/article/view/4928/6556 Copyright (c) 1998 Dubko V. A.; Chalykh E. V. |
| spellingShingle | Dubko, V. A. Chalykh, E. V. Дубко, В. А. Чалых, Е. В. Дубко, В. А. Чалых, Е. В. Construction of an analytic solution for one class of Langevin-type equations with orthogonal random actions |
| title | Construction of an analytic solution for one class of Langevin-type equations with orthogonal random actions |
| title_alt | Построение аналитического решения для одного класса уравнений типа Ланжевена с ортогональными случайными воздействиями |
| title_full | Construction of an analytic solution for one class of Langevin-type equations with orthogonal random actions |
| title_fullStr | Construction of an analytic solution for one class of Langevin-type equations with orthogonal random actions |
| title_full_unstemmed | Construction of an analytic solution for one class of Langevin-type equations with orthogonal random actions |
| title_short | Construction of an analytic solution for one class of Langevin-type equations with orthogonal random actions |
| title_sort | construction of an analytic solution for one class of langevin-type equations with orthogonal random actions |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/4928 |
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