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Teoriya Veroyatnostei i ee Primeneniya, 1964, Volume 9, Issue 3, Pages 519–523
(Mi tvp397)
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This article is cited in 4 scientific papers (total in 4 papers)
Short Communications
On the Solution to the Probability Problem for Non-uniformly Distributed System
A. A. Beilinson Moscow
Abstract:
A dynamical system is considered which is described by a parabolic equation in a circle of length $2l$ when acted upon by an undistributed stochastic force $f(t)$ (white noise)
$$
\frac{\partial W(x,t)}{\partial t}-\frac{\partial^2W(x,t)}{\partial x^2}=\delta(x)f(t).
$$
The Green's function for this system (a countable additive measure in the phase space) is constructed. It is proved that almost all $w(x)$ are infinitely differentiable. This measure is not quasi-invariant.
Received: 27.06.1964
Citation:
A. A. Beilinson, “On the Solution to the Probability Problem for Non-uniformly Distributed System”, Teor. Veroyatnost. i Primenen., 9:3 (1964), 519–523; Theory Probab. Appl., 9:3 (1964), 469–472
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