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

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...

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Bibliographic Details
Date:2023
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
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Journal Title:Transactions of Institute of Mathematics of NAS of Ukraine
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Transactions of Institute of Mathematics of NAS of Ukraine