The separation method is used obtain sufficient conditions for the solvability of the main (according to Galiullin’s classification) inverse problem in the class of first-order Itô stochastic differential systems with random perturbations from the class of Wiener processes and diffusion degenerate with respect to a part of variables.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 65, No. 5, pp. 712–716, May, 2013.
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Ibraeva, G.T., Tleubergenov, M.I. Main Inverse Problem for Differential Systems With Degenerate Diffusion. Ukr Math J 65, 787–792 (2013). https://doi.org/10.1007/s11253-013-0815-5
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DOI: https://doi.org/10.1007/s11253-013-0815-5