M. I. Tleubergenov, G. T. Ibraeva, “On the closure of stochastic differential equations of motion”, Eurasian Math. J., 2021, Volume 12, Number 2,Pages <nobr>82

This article is cited in 2 papers

On the closure of stochastic differential equations of motion

M. I. Tleubergenov^a, G. T. Ibraeva^b

^a Department of Differential Equations, Institute of Mathematics and Mathematical Modelling, 125 Pushkin St, 050010 Almaty, Kazakhstan
^b T. Begeldinov Aktobe Military Institute of Air Defense Forces, 16 A. Moldagulova St, 030000 Aktobe, Kazakhstan

Abstract: The quasi-inversion method is used to obtain necessary and sufficient conditions for the solvability of the inverse closure problem in the class of stochastic differential Itô systems of the first-order with random perturbations from the class of processes with independent increments, with degeneration with respect to a part of variables and with given properties depending only on a part of variables.

Keywords and phrases: inverse problems, stochastic differential equations, integral manifolds.

MSC: 34K29, 60H10

Received: 29.12.2019

Language: English

DOI: 10.32523/2077-9879-2021-12-2-82-89