Accession Number : ADA194290

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

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Mitoma, Itaru

PDF Url : ADA194290

Report Date : Feb 1988

Pagination or Media Count : 46

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.

Descriptors :   *NORMAL DISTRIBUTION, EQUATIONS, LIMITATIONS, SOLUTIONS(GENERAL), THEOREMS, STOCHASTIC PROCESSES, DIFFUSION, HILBERT SPACE

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE