УРАВНЕНИЯ, СВЯЗАННЫЕ СО СЛУЧАЙНЫМИ ПРОЦЕССАМИ: ПОЛУГРУППОВОЙ ПОДХОД И ПРЕОБРАЗОВАНИЕ ФУРЬЕ

科研成果: Article同行评审

摘要

The work is devoted to integro-differential equations related to stochastic processes. We study the relationship between differential equations with random perturbations - stochastic differential equations (SDEs) - and deterministic equations for the probabilistic characteristics of processes determined by random perturbations. The resulting deterministic pseudodifferential equations are investigated by semigroup methods and Fourier transform methods.
投稿的翻译标题EQUATIONS RELATED TO STOCHASTIC PROCESSES: SEMIGROUP APPROACH AND FOURIER TRANSFORM
源语言Russian
页(从-至)324-348
页数24
期刊Современная математика. Фундаментальные направления
67
2
DOI
Published - 2021

GRNTI

  • 27.00.00 MATHEMATICS

Level of Research Output

  • VAK List

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