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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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Datum:	2017
Hauptverfasser:	Nikitin, A. V., Samoilenko, I. V., Нікітін, А. В., Самойленко, І. В.
Format:	Artikel
Sprache:	Ukrainisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 2017
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/1774
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
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