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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1965 Volume 10, Issue 4, Pages 736–741 (Mi tvp586)

Short Communications

On the evolution of distributed systems when there is a fluctuation of the density on the boundary

A. A. Beilinson

Moscow

Abstract: A dynamical system is considered which is described by a parabolic equation in a circle of length $2\pi$ when acted upon by an undistributed stochastic source with a power $\dot\pi(t)$ (the derivative of Poisson's process):
$$ \frac{\partial W(x,t)}{\partial t}-D^2\frac{\partial^2W(x,t)}{\partial x^2}=\delta(x)\dot\pi(t). $$
The characteristic functional for this system which defines a countable additive measure iii the phase space is constructed. It is proved that almost all $W(x)$ are infinitely differentiable. This measure is not quasi-invariant.

Received: 25.01.1965


 English version:
Theory of Probability and its Applications, 1965, 10:4, 668–673

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