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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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Bibliographic Details
Date:	1998
Main Authors:	Dubko, V. A., Chalykh, E. V., Дубко, В. А., 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/4928
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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