No label defined (Q4947170)

The author studies the reconstruction problem of a dynamic system coupling with a stochastic process which is described by the Fokker-Planck-Kolmogorov equation. The coupled system is as follows: \[ \begin{gathered} \frac{dx}{dt} = P_i(x_1,\dots, x_k),\\ \sum_{i=1}^k\frac{\partial}{\partial x_i}(P_if) = \frac{1}{2}\sum_{i,j=1}^k \frac{\partial^2}{\partial x_i\partial x_j}(b_{ij}f), \end{gathered} \] where \(f=f(x)\) is the density of distribution, \(b_{ij}\) specify the stochastic process. In the article under consideration, the following problem is posed: Find in \(\mathbb R^k\) functions \(P_i(x)\), \(i=1,\dots , k\), for a given stochastic process (i.e., the functions \(f(x)\) and \(b_{ij}(x)\) are assumed to be given) under the condition \[ \left.\frac{\partial f(x)}{\partial n}\right|_{G(x) =0} =0, \] where \(G(x) = 0\) is the equation of a most probable surface. The author notices that the problem of finding the functions \(P_i\) has no unique solution (in general) but the situation can be improved if some additional conditions are required. The aim of the article is to find these conditions. It turns out that the obtained conditions guarantee solvability of the problem in a class of polynomial functions.