Integro-Differential Equations Generated by Stochastic Problems
Электронный научный архив УРФУ
Информация об архиве | Просмотр оригинала| Поле | Значение | |
| Заглавие |
Integro-Differential Equations Generated by Stochastic Problems
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| Автор |
Melnikova, I. V.
Bovkun, V. A. Alekseeva, U. A. |
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| Тематика |
MCNPX
PHY-X/PSD RADIATION SHIELDING WO3-TEO2-B2O3 GLASSES |
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| Описание |
Abstract: The connections between stochastic differential equations in which continuous anddiscontinuous random processes serve as sources of randomness and deterministic equations forthe probabilistic characteristics of solutions of these stochastic equations are studied. In the study,we use various approaches based on the stochastic change of variables formula (Itô’sformula), on the analysis of local infinitesimal characteristics of the process, and on the theory ofsemigroups of operators in combination with the generalized Fourier transform. This allows us toobtain direct and inverse integro-differential equations for various probabilistic characteristics. © 2021, Pleiades Publishing, Ltd.
Government Council on Grants, Russian Federation This work was supported by Act no. 211 of the Government of the Russian Federation, contract no. 02.A03.21.0006. |
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| Дата |
2024-04-22T15:53:44Z
2024-04-22T15:53:44Z 2021 |
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| Тип |
Article
Journal article (info:eu-repo/semantics/article) Published version (info:eu-repo/semantics/publishedVersion) |
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| Идентификатор |
Melnikova, IV, Bovkun, VA & Alekseeva, UA 2021, 'Integro-Differential Equations Generated by Stochastic Problems', Differential Equations, Том. 57, № 3, стр. 379-390. https://doi.org/10.1134/S0012266121030101
Melnikova, I. V., Bovkun, V. A., & Alekseeva, U. A. (2021). Integro-Differential Equations Generated by Stochastic Problems. Differential Equations, 57(3), 379-390. https://doi.org/10.1134/S0012266121030101 0012-2661 Final All Open Access; Bronze Open Access https://link.springer.com/content/pdf/10.1134/S0012266121030101.pdf https://link.springer.com/content/pdf/10.1134/S0012266121030101.pdf http://elar.urfu.ru/handle/10995/132483 10.1134/S0012266121030101 85104423997 640213600010 |
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| Язык |
en
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| Права |
Open access (info:eu-repo/semantics/openAccess)
cc-by |
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| Формат |
application/pdf
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| Издатель |
Pleiades journals
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| Источник |
Differential Equations
Differential Equations |
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