On integration of systems of stochastic differential equations
Matematičeskie trudy, Tome 19 (2016) no. 2, pp. 158-169.

Voir la notice de l'article provenant de la source Math-Net.Ru

We suggest a method for solving systems of stochastic differential equations and describe the structure of solutions.
@article{MT_2016_19_2_a5,
     author = {F. S. Nasyrov},
     title = {On integration of systems of stochastic differential equations},
     journal = {Matemati\v{c}eskie trudy},
     pages = {158--169},
     publisher = {mathdoc},
     volume = {19},
     number = {2},
     year = {2016},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MT_2016_19_2_a5/}
}
TY  - JOUR
AU  - F. S. Nasyrov
TI  - On integration of systems of stochastic differential equations
JO  - Matematičeskie trudy
PY  - 2016
SP  - 158
EP  - 169
VL  - 19
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MT_2016_19_2_a5/
LA  - ru
ID  - MT_2016_19_2_a5
ER  - 
%0 Journal Article
%A F. S. Nasyrov
%T On integration of systems of stochastic differential equations
%J Matematičeskie trudy
%D 2016
%P 158-169
%V 19
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MT_2016_19_2_a5/
%G ru
%F MT_2016_19_2_a5
F. S. Nasyrov. On integration of systems of stochastic differential equations. Matematičeskie trudy, Tome 19 (2016) no. 2, pp. 158-169. http://geodesic.mathdoc.fr/item/MT_2016_19_2_a5/

[1] Bibikov Yu. N., Kurs obyknovennykh differentsialnykh uravnenii, Vysshaya shkola, M., 1991

[2] Vatanabe S., Ikeda N., Stokhasticheskie differentsialnye uravneniya i diffuzionnye protsessy, Nauka, M., 1986 | MR

[3] Zakharova O. V., “O reshenii odnogo klassa sistem stokhasticheskikh differentsialnykh uravnenii”, Izv. vuzov. Matem., 2009, no. 6, 3–9

[4] Nasyrov F. S., “Simmetrichnye integraly i potraektornye analogi stokhasticheskikh differentsialnykh uravnenii”, Vestnik UGATU, 4:2 (2003), 55–66 | Zbl

[5] Nasyrov F. S., “Simmetrichnye integraly i stokhasticheskii analiz”, TVP, 51:3 (2006), 496–517 | DOI

[6] Nasyrov F. S., Lokalnye vremena, simmetrichnye integraly i stokhasticheskii analiz, Fizmatlit, M., 2011

[7] Stepanov V. V., Kurs differentsialnykh uravnenii, GIFML, M., 1969