Non-random functions and solutions of Langevin-type stochastic differential equations

zbMATH Open1399.60095MaRDI QIDQ4635442FDOQ4635442

Authors: E. V. Karachanskaya, A. P. Petrova 

Publication date: 20 April 2018

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

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zbMATH Keywords

stochastic differential equationBrownian motionanalytical solutionLangevin-type equationItô's formuladeterministic modulus in square for velocity

Mathematics Subject Classification ID

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

Cited In (4)

• A new analytic solution of complex Langevin differential equations
• Computation and simulation of Langevin stochastic differential equation
• PECULIARITIES OF THE DYNAMICS OF A BROWNIAN PARTICLE WITH RANDOM DISTURBANCES ORTHOGONAL TO ITS SPEED
• Solution of the characteristic equation for some nonclassical diffusion model

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