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Eurasian Mathematical Journal, 2019, Volume 10, Number 2, Pages 93–102
DOI: https://doi.org/10.32523/2077-9879-2019-10-2-93-102 (Mi emj333) 		 
This article is cited in 11 scientific papers (total in 11 papers)

On inverse problem of closure of differential systems with degenerate diffusion

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
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DOI: https://doi.org/10.32523/2077-9879-2019-10-2-93-102
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 and diffusion degenerate with respect to a part of the variables.
Keywords and phrases: inverse problems, stochastic differential equations, integral manifolds.
Received: 08.02.2017
Bibliographic databases:
Document Type: Article
MSC: 34K29, 60H10
Language: English
Citation: M. I. Tleubergenov, G. T. Ibraeva, “On inverse problem of closure of differential systems with degenerate diffusion”, Eurasian Math. J., 10:2 (2019), 93–102
Citation in format AMSBIB
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\paper On inverse problem of closure of differential systems with degenerate diffusion
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\pages 93--102
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