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This article is cited in 3 scientific papers (total in 3 papers)
On integration of systems of stochastic differential equations
F. S. Nasyrov Ufa State Aviation Technical University, Ufa, Russia
Abstract:
We suggest a method for solving systems of stochastic differential equations and describe the structure of solutions.
Key words:
system of stochastic differential equations, structure of solutions.
Received: 02.03.2016
Citation:
F. S. Nasyrov, “On integration of systems of stochastic differential equations”, Mat. Tr., 19:2 (2016), 158–169; Siberian Adv. Math., 27:3 (2017), 187–195
Linking options:
https://www.mathnet.ru/eng/mt309 https://www.mathnet.ru/eng/mt/v19/i2/p158
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Statistics & downloads: |
Abstract page: | 375 | Full-text PDF : | 115 | References: | 56 | First page: | 10 |
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