On Equations of Brownian Motion

DOI10.1137/1109058zbMath0134.34303OpenAlexW2005431857MaRDI QIDQ5345306

A. M. Il'in, Rafail Z. Khasminskii

Publication date: 1965

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1109058

zbMATH Keywords

probability theory

Related Items (16)

Nonclassical problem for ultraparabolic equation in abstract spaces ⋮ Boundary behavior of diffusion approximations to Markov jump processes ⋮ A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation ⋮ On the structure of the singular set for the kinetic Fokker–Planck equations in domains with boundaries ⋮ Nonexistence of global solutions for a class of two-time nonlinear evolution equations ⋮ Solution of the characteristic equation for some nonclassical diffusion model ⋮ φ-Entropies: convexity, coercivity and hypocoercivity for Fokker–Planck and kinetic Fokker–Planck equations ⋮ On a class of multitime evolution equations with nonlocal initial conditions ⋮ Long-time behaviour for solutions of the Vlasov-Poisson-Fokker-Planck equation ⋮ The central limit theorem for Carleman's equation ⋮ The Lorentz process converges to a random flight process ⋮ The Fokker-Planck equation with absorbing boundary conditions ⋮ The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process ⋮ A relativistically covariant random walk ⋮ Differential equations with a small parameter and the central limit theorem for functions defined on a finite Markov chain ⋮ Well posedness of an integrodifferential kinetic model of Fokker-Planck type for angiogenesis

This page was built for publication: On Equations of Brownian Motion