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This article is cited in 3 scientific papers (total in 3 papers)
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
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.
Received: 29.12.2019
Citation:
M. I. Tleubergenov, G. T. Ibraeva, “On the closure of stochastic differential equations of motion”, Eurasian Math. J., 12:2 (2021), 82–89
Linking options:
https://www.mathnet.ru/eng/emj406 https://www.mathnet.ru/eng/emj/v12/i2/p82
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