«MOMENT» REPRESENTATION OF «FAST DECREASING» GENERALIZED FUNCTIONS AND THEIR APPLICATION TO SEVERAL APPLIED STOCHASTIC PROBLEMS

  • 1 Peter the Great St. Petersburg Polytechnic University, Saint-Petersburg, Russia

Abstract

This paper describes the process of building special space of generalized functions, its properties and applications. Presented applications are: constructive solution of Kolmogorov-Feller type equation with polynomial drift coefficient; proof of exponential nature of equilibrium establishment in rarefied gas, described by Boltzmann equation of kinetic theory of gases.

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