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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| 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/4928 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |