On existence and uniqueness of solutions of one complex stochastic differential system with delay
Problemy fiziki, matematiki i tehniki, no. 2 (2017), pp. 50-54.

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

Problems of the existence and uniqueness of solutions of systems of differential equations containing a stochastic differential equation in partial derivatives of hyperbolic type and ordinary stochastic differential equations with delay connected with each other by retarded connections are investigated.
Keywords: stochastic differential equations, delay, stochastic partial differential equations, units with lumped parameters, units with distributed parameters.
@article{PFMT_2017_2_a8,
     author = {S. P. Zhogal and S. I. Zhogal and A. V. Klimenko},
     title = {On existence and uniqueness of solutions of one complex stochastic differential system with delay},
     journal = {Problemy fiziki, matematiki i tehniki},
     pages = {50--54},
     publisher = {mathdoc},
     number = {2},
     year = {2017},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/PFMT_2017_2_a8/}
}
TY  - JOUR
AU  - S. P. Zhogal
AU  - S. I. Zhogal
AU  - A. V. Klimenko
TI  - On existence and uniqueness of solutions of one complex stochastic differential system with delay
JO  - Problemy fiziki, matematiki i tehniki
PY  - 2017
SP  - 50
EP  - 54
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/PFMT_2017_2_a8/
LA  - ru
ID  - PFMT_2017_2_a8
ER  - 
%0 Journal Article
%A S. P. Zhogal
%A S. I. Zhogal
%A A. V. Klimenko
%T On existence and uniqueness of solutions of one complex stochastic differential system with delay
%J Problemy fiziki, matematiki i tehniki
%D 2017
%P 50-54
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/PFMT_2017_2_a8/
%G ru
%F PFMT_2017_2_a8
S. P. Zhogal; S. I. Zhogal; A. V. Klimenko. On existence and uniqueness of solutions of one complex stochastic differential system with delay. Problemy fiziki, matematiki i tehniki, no. 2 (2017), pp. 50-54. http://geodesic.mathdoc.fr/item/PFMT_2017_2_a8/

[1] C.W.S. To, Nonlinear random vibration. Analytical techniques and applications, CRC Press, 2012, 292 pp. | MR

[2] Yu.A. Mitropolskii, Nguen Van Dao, Nguen Dong An, Nelineinye kolebaniya v sistemakh proizvolnogo poryadka, Navukova dumka, Kiev, 1992, 344 pp.

[3] V.P. Rubanik, Kolebaniya slozhnykh kvazilineinykh sistem s zapazdyvaniem, Izd-vo «Universitetskoe», Mn., 1985, 143 pp.

[4] I.K. Akiri, V.G. Kolomiets, O suschestvovanii, edinstvennosti i nepreryvnoi zavisimosti ot parametra reshenii integro-differentsialnykh uravnenii v chastnykh proizvodnykh, preprint No 86.3, In-t matematiki AN USSR, Kiev, 1986, 19 pp.

[5] S. Vatanabe, N. Ikeda, Stokhasticheskie differentsialnye uravneniya i diffuzionnye protsessy, Nauka, M., 1986, 448 pp.

[6] I.I. Gikhman, A.V. Skorokhod, Teoriya sluchainykh protsessov, v. 3, Nauka, M., 1975, 496 pp.