Construction of an analytic solution for one class of Langevin-type equations with orthogonal random actions |
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Authors: | V A Dubko E V Chalykh |
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Institution: | (1) Birobidzhan Pedagogic Institute, Birobidzhan, Russia |
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Abstract: | 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. |
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