Solution of an oscillator multiplicative stochastic equation as an ordering problem

1983 ◽  
Vol 16 (18) ◽  
pp. L705-L707
Author(s):  
K Wodkiewicz
Keyword(s):  
Stochastic Equation

scholarly journals ULTRAMETRIC RANDOM FIELD

2006 ◽  
Vol 09 (02) ◽  
pp. 199-213 ◽  
Author(s):  
A. YU. KHRENNIKOV ◽  
S. V. KOZYREV
Keyword(s):  
Wavelet Analysis ◽  
Random Field ◽  
Stochastic Equation ◽  
Gaussian Random Field ◽  
Ultrametric Space ◽  
Ultrametric Spaces

Gaussian random field on general ultrametric space is introduced as a solution of pseudodifferential stochastic equation. Covariation of the introduced random field is computed with the help of wavelet analysis on ultrametric spaces. Notion of ultrametric Markovianity, which describes independence of contributions to random field from different ultrametric balls is introduced. We show that the random field under investigation satisfies this property.

scholarly journals On stochastic processes as solutions of a stochastic equation of K. Ito

1971 ◽  
Vol 11 (1) ◽  
pp. 189-197
Author(s):  
D. Surgailis
Keyword(s):  
Stochastic Processes ◽  
Stochastic Equation

The abstracts (in two languages) can be found in the pdf file of the article. Original author name(s) and title in Russian and Lithuanian: Д. Сургайлис. О случайных процессах как решениях стохастического уравнения К. Ито D. Surgailis. Atsitiktiniai procesai kaip stochastinės K. Ito lygties sprendiniai

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