On stochastic inverse problem of construction of stable program motion


Tleubergenov M.I. Vassilina G.K.
1 January 2021De Gruyter Open Ltd

Open Mathematics
2021#19Issue 1157 - 162 pp.

One of the inverse problems of dynamics in the presence of random perturbations is considered. This is the problem of the simultaneous construction of a set of first-order Ito stochastic differential equations with a given integral manifold, and a set of comparison functions. The given manifold is stable in probability with respect to these comparison functions.

Integral manifold , Inverse problems , Stability , Stochastic differential equations

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Institute of Mathematics and Mathematical Modeling, Almaty, Kazakhstan
Almaty University of Power Engineering and Telecommunications named after G.Daukeev, Almaty, Kazakhstan
Al-Farabi Kazakh National University, Almaty, Kazakhstan

Institute of Mathematics and Mathematical Modeling
Almaty University of Power Engineering and Telecommunications named after G.Daukeev
Al-Farabi Kazakh National University

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