On the evolution of distributed systems when there is a fluctuation of the density on the boundary
Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 4, pp. 736-741
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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.