TY - JOUR
AU - G. T. Ibraeva
AU - M. I. Tleubergenov
PY - 2019/01/25
Y2 - 2020/12/02
TI - On the solvability of the main inverse problem of stochastic
differential systems
JF - Ukrains’kyi Matematychnyi Zhurnal
JA - Ukr. Mat. Zhurn.
VL - 71
IS - 1
SE - Short communications
DO -
UR - http://umj.imath.kiev.ua/index.php/umj/article/view/1425
AB - Using the quasi-inversion method we obtain necessary and sufficient conditions for the solvability of the main (accordingto Galiullin’s classification) inverse problem in the class of first-order Itˆo stochastic differential systems with randomperturbations from the class of processes with independent increments, with diffusion degenerate in a part of variables andwith given properties, depending on a part of variables.
ER -