On the Closure of Stochastic Differential Equations of Motion

Marat Tleubergenov; Gulmira Ibraeva

doi:10.32523/2077-9879-2021-12-2-82-89

On the Closure of Stochastic Differential Equations of Motion

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Authors

Marat Tleubergenov
Gulmira Ibraeva

DOI:

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

Keywords:

inverse problems, stochastic differential equations, integral manifolds

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.

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Published

2021-06-30

How to Cite

Tleubergenov, M., & Ibraeva, G. (2021). On the Closure of Stochastic Differential Equations of Motion. Eurasian Mathematical Journal, 12(2), 82–89. https://doi.org/10.32523/2077-9879-2021-12-2-82-89