Eurasian Mathematical Journal
 RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB
 General information Latest issue Archive Impact factor Search papers Search references RSS Latest issue Current issues Archive issues What is RSS

 Eurasian Math. J.: Year: Volume: Issue: Page: Find

 Eurasian Math. J., 2021, Volume 12, Number 2, Pages 82–89 (Mi emj406)

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.

 Funding Agency Grant Number Ministry of Education and Science of the Republic of Kazakhstan AP09258966 This publication is financially supported by a grant of the Ministry of Education and Science of Kazakhstan (grant number AP09258966).

DOI: https://doi.org/10.32523/2077-9879-2021-12-2-82-89

Full text: PDF file (363 kB)
References: PDF file   HTML file

MSC: 34K29, 60H10
Language:

Citation: M. I. Tleubergenov, G. T. Ibraeva, “On the closure of stochastic differential equations of motion”, Eurasian Math. J., 12:2 (2021), 82–89

Citation in format AMSBIB
\Bibitem{TleIbr21} \by M.~I.~Tleubergenov, G.~T.~Ibraeva \paper On the closure of stochastic differential equations of motion \jour Eurasian Math. J. \yr 2021 \vol 12 \issue 2 \pages 82--89 \mathnet{http://mi.mathnet.ru/emj406} \crossref{https://doi.org/10.32523/2077-9879-2021-12-2-82-89} \scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85111526081}