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Teoreticheskaya i Matematicheskaya Fizika, 1978, Volume 35, Number 2, Pages 211–223 (Mi tmf2901)  

This article is cited in 4 scientific papers (total in 4 papers)

Corrections to the diffusion approximation in stochastic differential equations

S. E. Pitovranov, V. N. Chetverikov
References:
Abstract: An investigation is made of a system of Stochastic ordinary differential equations with a coordinate- and time-dependent Gaussian random field of velocities that differs little from one which is delta-correlated with respect to the time. The resulting corrections to the Einstein–Fokker–Planck–Kolmogorov equation are found explicitly, and some consequences of these corrections are discussed.
Received: 11.05.1977
English version:
Theoretical and Mathematical Physics, 1978, Volume 35, Issue 2, Pages 415–422
DOI: https://doi.org/10.1007/BF01039112
Bibliographic databases:
Language: Russian
Citation: S. E. Pitovranov, V. N. Chetverikov, “Corrections to the diffusion approximation in stochastic differential equations”, TMF, 35:2 (1978), 211–223; Theoret. and Math. Phys., 35:2 (1978), 415–422
Citation in format AMSBIB
\Bibitem{PitChe78}
\by S.~E.~Pitovranov, V.~N.~Chetverikov
\paper Corrections to the diffusion approximation in stochastic differential equations
\jour TMF
\yr 1978
\vol 35
\issue 2
\pages 211--223
\mathnet{http://mi.mathnet.ru/tmf2901}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=503352}
\zmath{https://zbmath.org/?q=an:0377.93069|0411.93030}
\transl
\jour Theoret. and Math. Phys.
\yr 1978
\vol 35
\issue 2
\pages 415--422
\crossref{https://doi.org/10.1007/BF01039112}
Linking options:
  • https://www.mathnet.ru/eng/tmf2901
  • https://www.mathnet.ru/eng/tmf/v35/i2/p211
  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теоретическая и математическая физика Theoretical and Mathematical Physics
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    Abstract page:307
    Full-text PDF :118
    References:42
    First page:2
     
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