An inverse problem for stochastic differential systems (Q5951335): Difference between revisions

Consider the Itô stochastic second-order differential equation \[ \ddot x=f(x,\dot x, t)+ D(x,\dot x, t)u+\sigma(x,\dot x, t)\dot\xi,\quad x\in\mathbb R^n,\;\xi\in\mathbb R^k.\tag{1} \] The author gives the form of control parameters -- the control vector function \(u = u(x,\dot x, t)\in\mathbb R^r\) and the diffusion matrix \(\sigma(x,\dot x,t)\) -- providing necessary and sufficient conditions for the existence of a given integral manifold for (1) and for the linear case of the problem. As an illustration, the Meshcherskij stochastic problem is considered.