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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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Bibliographic Details
Date:	2017
Main Authors:	Nikitin, A. V., Samoilenko, I. V., Нікітін, А. В., Самойленко, І. В.
Format:	Article
Language:	Ukrainian
Published:	Institute of Mathematics, NAS of Ukraine 2017
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/1774
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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