Qualitative Analysis of Systems of Itô Stochastic Differential Equations
For inhomogeneous systems of Itô stochastic differential equations, we introduce the notion of local invariance of surfaces and the notion of local first integral. We obtain results that give the general possibility of finding invariant surfaces and functionally independent first integrals of stocha...
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| Date: | 2000 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2000
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4531 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |