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Problemy Fiziki, Matematiki i Tekhniki (Problems of Physics, Mathematics and Technics), 2017, Issue 2(31), Pages 50–54
(Mi pfmt502)
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This article is cited in 4 scientific papers (total in 4 papers)
MATHEMATICS
On existence and uniqueness of solutions of one complex stochastic differential system with delay
S. P. Zhogala, S. I. Zhogalb, A. V. Klimenkoa a F. Scorina Gomel State University
b Belarusian State University of Transport, Gomel
Abstract:
Problems of the existence and uniqueness of solutions of systems of differential equations containing a stochastic differential equation in partial derivatives of hyperbolic type and ordinary stochastic differential equations with delay connected with each other by retarded connections are investigated.
Keywords:
stochastic differential equations, delay, stochastic partial differential equations, units with lumped parameters, units with distributed parameters.
Received: 03.04.2017
Citation:
S. P. Zhogal, S. I. Zhogal, A. V. Klimenko, “On existence and uniqueness of solutions of one complex stochastic differential system with delay”, PFMT, 2017, no. 2(31), 50–54
Linking options:
https://www.mathnet.ru/eng/pfmt502 https://www.mathnet.ru/eng/pfmt/y2017/i2/p50
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Abstract page: | 113 | Full-text PDF : | 37 | References: | 27 |
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