On the solvability of the main inverse problem of stochastic differential systems
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...
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| Date: | 2019 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian |
| Published: |
Institute of Mathematics, NAS of Ukraine
2019
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/1425 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Summary: | 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 independent increments, with diffusion degenerate in a part of variables and
with given properties, depending on a part of variables. |
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