Dubko V. A.
Construction of an analytic solution for one class of Langevin-type equations with orthogonal random actions
Ukr. Mat. Zh. - 1998. - 50, № 4. - pp. 588–589
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.
Integration with respect to initial data, the Poincare integral invariant, and “Hamilton's” equations for diffusion processes
Ukr. Mat. Zh. - 1981. - 33, № 6. - pp. 802-804
Ukr. Mat. Zh. - 1978. - 30, № 4. - pp. 516–522