On integration of systems of stochastic differential equations

DOI10.3103/S1055134417030038MaRDI QIDQ5374057zbMATH OpenOpenAlexFDO

Authors F. S. Nasyrov

Publication date 6 April 2018

Published in Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1055134417030038

zbMATH Keywords

structure of solutionssystem of stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• Construction of invariant tori of systems of differential equations with a small parameter
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• Solution of one class of systems of stochastic differential equations
• Symmetric Integrals and Stochastic Analysis

Cited in

(3)

• On the almost sure stability of dynamical systems with respect to white noise
• On an Optimal Filtration Problem for One-Dimensional Diffusion Processes
• On stability and comparison theorems for systems of stochastic differential equations

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