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Contemporary Mathematics. Fundamental Directions, 2021, Volume 67, Issue 2, Pages 324–348
DOI: https://doi.org/10.22363/2413-3639-2021-67-2-324-348 (Mi cmfd421) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Equations related to stochastic processes: semigroup approach and Fourier transform

I. V. Melnikova, U. A. Alekseeva, V. A. Bovkun

Ural Federal University named after the First President of Russia B. Yeltsin, Ekaterinburg, Russia
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DOI: https://doi.org/10.22363/2413-3639-2021-67-2-324-348
Abstract: The work is devoted to integro-differential equations related to stochastic processes. We study the relationship between differential equations with random perturbations — stochastic differential equations (SDEs) — and deterministic equations for the probabilistic characteristics of processes determined by random perturbations. The resulting deterministic pseudodifferential equations are investigated by semigroup methods and Fourier transform methods.
Funding agency Grant number
Ministry of Education and Science of the Russian Federation 02.A03.21.0006
Document Type: Article
UDC: 519.21+517.986.7+517.982.4
Language: Russian
Citation: I. V. Melnikova, U. A. Alekseeva, V. A. Bovkun, “Equations related to stochastic processes: semigroup approach and Fourier transform”, Dedicated to the memory of Professor N. D. Kopachevsky, CMFD, 67, no. 2, PFUR, M., 2021, 324–348
Citation in format AMSBIB
\Bibitem{MelAleBov21}
\by I.~V.~Melnikova, U.~A.~Alekseeva, V.~A.~Bovkun
\paper Equations related to stochastic processes: semigroup approach and Fourier transform
\inbook Dedicated to the memory of Professor N. D. Kopachevsky
\serial CMFD
\yr 2021
\vol 67
\issue 2
\pages 324--348
\publ PFUR
\publaddr M.
\mathnet{http://mi.mathnet.ru/cmfd421}
\crossref{https://doi.org/10.22363/2413-3639-2021-67-2-324-348}
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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