On the solvability of the main inverse problem of stochastic differential systems

• Datum: 2019
• Hauptverfasser: Ibraeva, G. T., Tleubergenov, M. I., Ибраева, Г. Т., Тлеубергенов, М. И.
• Format: Artikel
• Sprache: Russisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2019
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/1425
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

Using the quasi-inversion method we obtain necessary and sufficient conditions for the solvability of the main (according to Galiullin’s classification) inverse problem in the class of first-order Itˆo stochastic differential systems with random perturbations from the class of processes with indepen...