STOCHASTIZATION OF CLASSICAL MODELS WITH DYNAMICAL INVARIANTS

DOI10.25587/SVFU.2020.35.60.005MaRDI QIDQ6197082zbMATH OpenFDO

Authors Elena V. Karachanskaya (Chalykh)

Publication date 16 March 2024

Published in Журнал «Математические заметки СВФУ» (Search for Journal in Brave)

Full work available at URL https://doi.org/10.25587/SVFU.2020.35.60.005

zbMATH Keywords

construction of Itô equationsinvariant of dynamical modelstochastic model

Mathematics Subject Classification ID

Ordinary differential equations (34-XX) Systems theory; control (93-XX)

Cites work

• Constructing the set of program controls with probability 1 for one class of stochastic systems
• Construction of programmed controls for a dynamic system based on the set of its first integrals
• scientific article; zbMATH DE number 3647885 (Why is no real title available?)
• scientific article; zbMATH DE number 51175 (Why is no real title available?)
• scientific article; zbMATH DE number 3272009 (Why is no real title available?)
• scientific article; zbMATH DE number 3383329 (Why is no real title available?)
• Modeling of the programmed control with probability 1 for some financial tasks
• Statistical analysis of diffusion systems with invariants
• Stochastic first integrals, kernel functions for integral invariants and the Kolmogorov equations
• The generalized Itô-Venttsel' formula in the case of a noncentered Poisson measure, a stochastic first integral, and a first integral

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