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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| Date: | 2017 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian |
| Published: |
Institute of Mathematics, NAS of Ukraine
2017
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/1774 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |