scientific article; zbMATH DE number 6862751

zbMath1399.60095MaRDI QIDQ4635442

Elena V. Karachanskaya, A. P. Petrova

Publication date: 20 April 2018

Full work available at URL: http://mathnet.ru/eng/svfu/v23/i3/p55

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationanalytical solutionBrownian motionItô's formulaLangevin-type equationdeterministic modulus in square for velocity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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