Contemporary Mathematics. Fundamental Directions, Dedicated to the memory of Professor N. D. Kopachevsky, Tome 67 (2021) no. 2, pp. 324-348
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I. V. Melnikova; U. A. Alekseeva; V. A. Bovkun. Equations related to stochastic processes: semigroup approach and Fourier transform. Contemporary Mathematics. Fundamental Directions, Dedicated to the memory of Professor N. D. Kopachevsky, Tome 67 (2021) no. 2, pp. 324-348. http://geodesic.mathdoc.fr/item/CMFD_2021_67_2_a7/
@article{CMFD_2021_67_2_a7,
author = {I. V. Melnikova and U. A. Alekseeva and V. A. Bovkun},
title = {Equations related to stochastic processes: semigroup approach and {Fourier} transform},
journal = {Contemporary Mathematics. Fundamental Directions},
pages = {324--348},
year = {2021},
volume = {67},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/CMFD_2021_67_2_a7/}
}
TY - JOUR
AU - I. V. Melnikova
AU - U. A. Alekseeva
AU - V. A. Bovkun
TI - Equations related to stochastic processes: semigroup approach and Fourier transform
JO - Contemporary Mathematics. Fundamental Directions
PY - 2021
SP - 324
EP - 348
VL - 67
IS - 2
UR - http://geodesic.mathdoc.fr/item/CMFD_2021_67_2_a7/
LA - ru
ID - CMFD_2021_67_2_a7
ER -
%0 Journal Article
%A I. V. Melnikova
%A U. A. Alekseeva
%A V. A. Bovkun
%T Equations related to stochastic processes: semigroup approach and Fourier transform
%J Contemporary Mathematics. Fundamental Directions
%D 2021
%P 324-348
%V 67
%N 2
%U http://geodesic.mathdoc.fr/item/CMFD_2021_67_2_a7/
%G ru
%F CMFD_2021_67_2_a7
The work is devoted to integro-differential equations related to stochastic processes. We study the relationship between differential equations with random perturbations — stochastic differential equations (SDEs) — and deterministic equations for the probabilistic characteristics of processes determined by random perturbations. The resulting deterministic pseudodifferential equations are investigated by semigroup methods and Fourier transform methods.
