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ЖУРНАЛЫ // Eurasian Mathematical Journal // Архив

Eurasian Math. J., 2021, том 12, номер 2, страницы 82–89 (Mi emj406)

Эта публикация цитируется в 2 статьях

On the closure of stochastic differential equations of motion

M. I. Tleubergenova, G. T. Ibraevab

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

Аннотация: 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.

Ключевые слова и фразы: inverse problems, stochastic differential equations, integral manifolds.

MSC: 34K29, 60H10

Поступила в редакцию: 29.12.2019

Язык публикации: английский

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



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