Weak Solution of the Langevin Equation on a Generalized Functional Space,

Abstract

Contents: 1) Introduction; 2) Existence and Uniqueness for Solutions of the Langevin Equations; 3) Proof of Lamma 1; 4) Generation of the Kolmogorov Evolution Operator; 5) Central Limit Theorem for a Lattice System of Interacting Diffusions. Keywords: Weak solution, Frechet derivative.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1988
Accession Number
ADA194290

Entities

People

  • Itaru Mitoma

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Brownian Motion
  • Classification
  • Continuity
  • Diffusion
  • Equations
  • Inequalities
  • North Carolina
  • Numbers
  • Probability
  • Random Variables
  • Security
  • Sequences
  • Statistics
  • Stochastic Processes
  • Topology
  • Two Dimensional

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space