On one generalization of the Langevin equation with determinate modulus of velocity

Authors

  • E. V. Chalykh

Abstract

For a special class of systems of Itô stochastic equations with random coefficients, we establish conditions under which the modulus of the vector of state is not a random variable. We also consider possible ways of generalization of this problem.

Published

25.07.1998

Issue

Section

Short communications

How to Cite

Chalykh, E. V. “On One Generalization of the Langevin Equation With Determinate Modulus of Velocity”. Ukrains’kyi Matematychnyi Zhurnal, vol. 50, no. 7, July 1998, pp. 1004–1006, https://umj.imath.kiev.ua/index.php/umj/article/view/4882.