ABSTRACT

In a large class of systems situations can occur in which the laws of motion of the particles deviate from the laws of mechanics. In this case, in the equations of motion of the system we introduce some elements that have a probabilistic nature. Random, or stochastic, is a process in which the coordinate of the process λ(t) is not fully defined depending on the variable t. The random variable λ(t) can have a certain value with some probability and is determined if a set of possible values and the probability of each of these values are given.