
doi: 10.1007/bf01098486
A family of diffusion fields on the plane is considered fulfilling the following stochastic integral equation: \[ x_{st}=x+\int^{s}_{0}\int^{t}_{0}a(u,v,x_{uv})\,du\,dv + \varepsilon \int^{s}_{0}\int^{t}_{0}b(u,v,x_{uv})\,dw_{uv},\quad x\in \mathbb R^ n,\; s,t\in [0,T]. \] The action functional is obtained in a similar form as for diffusions on the line where the second derivative \(\delta^ 2\phi /\partial s\partial t\) and integration on \([0,T]\times [0,T]\) replaces the corresponding \(d\phi/dt\) and integration on \([0,T]\).
action functional, diffusion fields on the plane, Random fields, stochastic integral equation, Stochastic ordinary differential equations (aspects of stochastic analysis)
action functional, diffusion fields on the plane, Random fields, stochastic integral equation, Stochastic ordinary differential equations (aspects of stochastic analysis)
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 0 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
