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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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Datum:	2000
Hauptverfasser:	Kulinich, G. L., Pereguda, О. V., Кулініч, Г. Л., Перегуда, О. В.
Format:	Artikel
Sprache:	Ukrainisch Englisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 2000
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/4531
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Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
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