Differential equations with small stochastic summands under the Levy approximating conditions

• Дата: 2017
• Автори: Nikitin, A. V., Samoilenko, I. V., Нікітін, А. В., Самойленко, І. В.
• Формат: Стаття
• Мова: Українська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2017
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/1774
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...