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

DOI10.1007/BF02487397zbMath0948.60057MaRDI QIDQ4705198

V. A. Dubko, E. V. Chalykh

Publication date: 19 December 1999

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsItô-Langevin equationsingular perturbed stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05)

Related Items (3)

The generalized Itô–Venttsel’ formula in the case of a noncentered Poisson measure, a stochastic first integral, and a first integral ⋮ On one generalization of the Langevin equation with determinate modulus of velocity ⋮ Constructing the set of program controls with probability 1 for one class of stochastic systems

Cites Work

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