Change language
English Deutsch
Change currency
€ EUR £ GBP $ USD
Licensed Unlicensed Requires Authentication Published by De Gruyter March 1, 2003

A stochastic equation for the distribution law of diffusion type processes

  • Revaz Tevzadze
From the journal Random Operators and Stochastic Equations
https://doi.org/10.1515/156939703322003980

We study distribution laws of diffusion type processes and corresponding generalized functions. The stochastic integral equation satisfed by these generalized functions is derived.

Published Online: 2003-03-01
Published in Print: 2003-03-01

Copyright 2003, Walter de Gruyter

From the journal
Random Operators and Stochastic Equations
Random Operators and Stochastic Equations
Volume 11 Issue 1

Journal and Issue

Articles in the same Issue

Large deviation probabilities in terms of majorizing measures
On the distribution of the distance between two points in a cube
Limit theorems for difference equations in random media with applications to biological systems
A stochastic equation for the distribution law of diffusion type processes
Norms of certain random matrices with dependent entries
Downloaded on 13.6.2024 from https://www.degruyter.com/document/doi/10.1515/156939703322003980/html
Scroll to top button