The origin and development of the ideas of the theory of stochastic differential equations in the Ukrainian school of mathematics.

• Date: 2023
• Author Affiliations: Микола Портенко — Інтистут математики НАН України, м. Київ
• Keywords: keywords
• Main Authors: Portenko, Mykola, Портенко, Микола
• Format: Article
• Language: Ukrainian
• Published: Інститут математики НАН України 2023
• Online Access: https://trim.imath.kiev.ua/index.php/trim/article/view/527
• Journal Title: Transactions of Institute of Mathematics of NAS of Ukraine

It is universally recognized that the theory of stochastic differential equations was created in the Japanese mathematical school during the forties of the last century, and it is much less-known that the idea of a stochastic differential equation arose independently in the Ukrainian school of mathe...