Differential equations with small stochastic summands under the Levy approximating conditions
The proposed methods enable us to study a model of stochastic evolution that includes Markov switchings and to identify the diffusion component and big jumps of perturbing process in the limiting equation. Big jumps of this type may describe rare catastrophic events in different applied problems. We...
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| Дата: | 2017 |
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| Автори: | , , , |
| Формат: | Стаття |
| Мова: | Українська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
2017
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/1774 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| Резюме: | The proposed methods enable us to study a model of stochastic evolution that includes Markov switchings and to identify the
diffusion component and big jumps of perturbing process in the limiting equation. Big jumps of this type may describe rare
catastrophic events in different applied problems. We consider the case where the perturbation of the system is determined
by an impulse process in the nonclassical approximation scheme. Special attention is given to the asymptotic behavior of
the generator of the analyzed evolutionary system. |
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