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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Bibliographic Details
Date:2019
Main Authors: Ibraeva, G. T., Tleubergenov, M. I., Ибраева, Г. Т., Тлеубергенов, М. И.
Format: Article
Language:Russian
Published: Institute of Mathematics, NAS of Ukraine 2019
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/1425
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal

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