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math.PR2019
The specificity of the particle dynamics if random perturbations are orthogonal to its velocity
V. A. Doobko
We explore properties the solution of Langevin equation when stochastic influence is orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for the…
math.PR2012
On diffusion approximation of a slow component for solution of stochastic differential equation of Ito
V. A Doobko
For the concrete model of Brownian particles dynamics in non-uniform environment, the time interval estimation is constructed, on which phenomenological Fick laws for diffusion phe…