RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1964 Volume 9, Issue 3, Pages 519–523 (Mi tvp397)

This article is cited in 4 papers

Short Communications

On the Solution to the Probability Problem for Non-uniformly Distributed System

A. A. Beilinson

Moscow

Abstract: A dynamical system is considered which is described by a parabolic equation in a circle of length $2l$ when acted upon by an undistributed stochastic force $f(t)$ (white noise)
$$ \frac{\partial W(x,t)}{\partial t}-\frac{\partial^2W(x,t)}{\partial x^2}=\delta(x)f(t). $$
The Green's function for this system (a countable additive measure in the phase space) is constructed. It is proved that almost all $w(x)$ are infinitely differentiable. This measure is not quasi-invariant.

Received: 27.06.1964


 English version:
Theory of Probability and its Applications, 1964, 9:3, 469–472

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2026