Langevin Equation Approach to Reactor Noise Analysis: Stochastic Transport Equation

1993 ◽  
Vol 113 (1) ◽  
pp. 31-55 ◽  
Author(s):  
A. Ziya Akcasu ◽  
Alison M. Stolle
Keyword(s):  
Transport Equation ◽  
Langevin Equation ◽  
Noise Analysis ◽  
Equation Approach ◽  
Stochastic Transport ◽  
Stochastic Transport Equation ◽  
Reactor Noise

scholarly journals ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION

2004 ◽  
Vol 07 (03) ◽  
pp. 437-447 ◽  
Author(s):  
ALBERTO LANCONELLI ◽  
FRANK PROSKE
Keyword(s):  
Transport Equation ◽  
Strong Solution ◽  
Strong Solutions ◽  
Delta Function ◽  
Explicit Representation ◽  
Stochastic Transport ◽  
Stochastic Transport Equation ◽  
General Stochastic

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.

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