Dynamics of random chains of finite size with an infinite number of elements in $ {\mathbb R}^{2} $
Teoriâ slučajnyh processov, Tome 16 (2010) no. 2, pp. 58-68.

Voir la notice de l'article provenant de la source Math-Net.Ru

A finite chain with infinitely many units within the stochastic dynamical model in $ {\mathbb R}^{2}$ is considered. The equation for the probability distribution density of chain lengths is constructed. This equation is a function of the parameter $t$ which stands for the time. This research is a sequel to work [1].
Keywords: Random chain, expectation function, limit behavior, characteristic function, convergence in quadratic mean, SDE.
@article{THSP_2010_16_2_a6,
     author = {Elena V. Karachanskaya (Chalykh)},
     title = {Dynamics of random chains of finite size with an infinite number of elements in $ {\mathbb R}^{2} $},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {58--68},
     publisher = {mathdoc},
     volume = {16},
     number = {2},
     year = {2010},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2010_16_2_a6/}
}
TY  - JOUR
AU  - Elena V. Karachanskaya (Chalykh)
TI  - Dynamics of random chains of finite size with an infinite number of elements in $ {\mathbb R}^{2} $
JO  - Teoriâ slučajnyh processov
PY  - 2010
SP  - 58
EP  - 68
VL  - 16
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/THSP_2010_16_2_a6/
LA  - en
ID  - THSP_2010_16_2_a6
ER  - 
%0 Journal Article
%A Elena V. Karachanskaya (Chalykh)
%T Dynamics of random chains of finite size with an infinite number of elements in $ {\mathbb R}^{2} $
%J Teoriâ slučajnyh processov
%D 2010
%P 58-68
%V 16
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/THSP_2010_16_2_a6/
%G en
%F THSP_2010_16_2_a6
Elena V. Karachanskaya (Chalykh). Dynamics of random chains of finite size with an infinite number of elements in $ {\mathbb R}^{2} $. Teoriâ slučajnyh processov, Tome 16 (2010) no. 2, pp. 58-68. http://geodesic.mathdoc.fr/item/THSP_2010_16_2_a6/

[1] V. A. Doodko, E. V. Chalykh, The dynamics of finite chain which has infinite many of units in $ \mathbb{R}^{2}$, Preprint. The Inst. for Appl. Math., The FEB of Rus. Ac. Sci., Dal'nauka, Vladivostok, 1998 (in Russian)

[2] W. Feller, An Introduction to Probability Theory and its Applications, v. 1, Wiley, New York, 1968

[3] A. D. Wentzel, A Course in the Theory of Stochastic Processes, McGraw-Hill, New York, 1981