Solution of the stochastic transport equation of neutral particles with anisotropic scattering using RVT technique

2009 ◽  
Vol 213 (1) ◽  
pp. 250-261 ◽  
Author(s):  
A. Hussein ◽  
M.M. Selim
Author(s):  
ALBERTO LANCONELLI ◽  
FRANK PROSKE

We determine a new explicit representation of strong solutions of Itô-diffusions and elicit its correspondence to the general stochastic transport equation. We apply this formula to deduce an explicit Donsker delta function of a diffusion.


Sign in / Sign up

Export Citation Format

Share Document