ON THE CLOSURE OF STOCHASTIC DIFFERENTIAL EQUATIONS OF MOTION
Tleubergenov M.I. Ibraeva G.T.
2021L.N. Gumilyov Eurasian National University
Eurasian Mathematical Journal
2021#12Issue 201 - 17 pp.
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.
integral manifolds , inverse problems , stochastic differential equations
Text of the article Перейти на текст статьи
Department of Differential Equations Institute of Mathematics and Mathematical Modelling, 125 Pushkin St, Almaty, 050010, Kazakhstan
Institute of Air Defense Forces, 16 A. Moldagulova St, Aktobe, 030000, Kazakhstan
Department of Differential Equations Institute of Mathematics and Mathematical Modelling
Institute of Air Defense Forces
10 лет помогаем публиковать статьи Международный издатель
Книга Публикация научной статьи Волощук 2026 Book Publication of a scientific article 2026