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Dal'nevostochnyi Matematicheskii Zhurnal, 2014, Volume 14, Number 2, Pages 200–216 (Mi dvmg286)  
This article is cited in 3 scientific papers (total in 3 papers)

Stochastic First Integrals, Kernel Functions for Integral Invariants and the Kolmogorov equations

V. A. Dubko, E. V. Karachanskayaa

a Pacific National University, Khabarovsk
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Abstract: In this article the authors present stochastic first integrals (SFI), the generalized Itô-Wentzell formula and its application for obtaining the equations for SFI, for kernel functions for integral invariants and the Kolmogorov equations which described by the generalized Itô equations.
Key words: Stochastic first integrals, Stochastic kernel function, Stochastic integral invariant, the Itô equation with Poisson measure, the Generalized Itô-Wentzell formula, Kolmogorov's equations.
Received: 11.05.2014
Document Type: Article
UDC: 519.21
MSC: Primary 60H15; Secondary 60J60
Language: Russian
Citation: V. A. Dubko, E. V. Karachanskaya, “Stochastic First Integrals, Kernel Functions for Integral Invariants and the Kolmogorov equations”, Dal'nevost. Mat. Zh., 14:2 (2014), 200–216
Citation in format AMSBIB
\Bibitem{DubKar14}
\by V.~A.~Dubko, E.~V.~Karachanskaya
\paper Stochastic First Integrals, Kernel Functions for Integral Invariants and the Kolmogorov equations
\jour Dal'nevost. Mat. Zh.
\yr 2014
\vol 14
\issue 2
\pages 200--216
\mathnet{http://mi.mathnet.ru/dvmg286}
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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