| Title:
|
Differential equations of stochastic processes which have derivative in quadratic mean (English) |
| Author:
|
Koštál, Karel |
| Language:
|
English |
| Journal:
|
Czechoslovak Mathematical Journal |
| ISSN:
|
0011-4642 (print) |
| ISSN:
|
1572-9141 (online) |
| Volume:
|
17 |
| Issue:
|
1 |
| Year:
|
1967 |
| Pages:
|
53-76 |
| Summary lang:
|
Russian |
| . |
| Category:
|
math |
| . |
| MSC:
|
60.40 |
| idZBL:
|
Zbl 0277.60048 |
| idMR:
|
MR0221578 |
| DOI:
|
10.21136/CMJ.1967.100760 |
| . |
| Date available:
|
2008-06-09T13:31:44Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/100760 |
| . |
| Reference:
|
[1] A. Blanc-Lapierre R. Fortet: Theorie des fonctions aléatoires.Paris 1953. |
| Reference:
|
[2] M. Loève: Probability theory.Princeton I960. |
| Reference:
|
[3] G. Dedebant J. Moyal P. Wehrlé: Sur les équations aux dérivées partielles que vérifient les fonctions de distribution d'un champ aléatoire.Comptes Rendus Ac. Sci. 210 (1940), 243-245. MR 0001484 |
| Reference:
|
[4] A. N. Kolmogorov: Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung.Math. Annalen 104 (1931), 415-458. Zbl 0001.14902, MR 1512678, 10.1007/BF01457949 |
| Reference:
|
[5] B. V. Gnedenko: Курс теории вероятностей.(Course in theory of probabilities.) Moscow 1961. Zbl 0131.24411 |
| Reference:
|
[6] L. Truksa: Statistická dynamika I, II.(Statistical dynamics I, II.) Prague 1956, 1958. |
| Reference:
|
[7] G. Dedebant J. Moyal P. Wehrlé: Sur l'équivalent hydrodynamique d'un corpuscule aléatoire. Application à l'établissement des équations aux valeurs probables d'un fluide turbulent.Comptes Rendus Ac. Sci. 210 (1940), 332-334. MR 0001484 |
| Reference:
|
[8] J. E. Moyal: Stochastic processes and statistical physics.Journ. of the Roy. Stat. Soc. XI (1949), 150-210. Zbl 0039.21602, MR 0034975 |
| Reference:
|
[9] K. Košťál: On the transformation of the Schrödinger wave equation into a system of equations of stochastic processes which have first and second mean square derivatives.Phys. Letters 9, 1 (1964), 26-29. MR 0162516, 10.1016/0031-9163(64)90202-1 |
| Reference:
|
[10] G. Dedebant P. Wehrlé: Mécanique aléatoire.Portugaliae Physica 1, 3 (1944), 95-150; 1, 4 (1945), 179-294. |
| Reference:
|
[11] S. N. Bernstejn: Современное состояние теории вероятностей.(Contemporary state of theory of probabilities.) Moscow 1933. |
| Reference:
|
[12] A. N. Kolmogorov: Zur Theorie der stetigen zufälligen Prozesse.Math. Annalen 108 (1933), 149-160. Zbl 0007.02201, MR 1512841, 10.1007/BF01452829 |
| . |
