Equations Related to Stochastic Processes: Semigroup Approach and Fourier Transform

Autor:	Irina V. Melnikova, U. A. Alekseeva, V. A. Bovkun
Rok vydání:	2021
Předmět:	symbols.namesake Pure mathematics Fourier transform Stochastic process Semigroup symbols General Medicine Mathematics
Zdroj:	Contemporary Mathematics. Fundamental Directions. 67:324-348
ISSN:	2413-3639
DOI:	10.22363/2413-3639-2021-67-2-324-348
Popis:	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.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::4fc4fab556c79849adcfae4194d5bacf https://doi.org/10.22363/2413-3639-2021-67-2-324-348 Zobrazit plný text záznamu