| Autor: |
Irina V. Melnikova, U. A. Alekseeva, V. A. Bovkun |
| Rok vydání: |
2021 |
| Předmět: |
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| 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: |
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