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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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Bibliographic Details
Date:	2000
Main Authors:	Kulinich, G. L., Pereguda, О. V., Кулініч, Г. Л., Перегуда, О. В.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2000
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/4531
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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