Qualitative Analysis of Systems of Itô Stochastic Differential Equations

Authors

  • G. L. Kulinich
  • О. V. Pereguda

Abstract

For inhomogeneous systems of Itô stochastic differential equations, we introduce the notion of local invariance of surfaces and the notion of local first integral. We obtain results that give the general possibility of finding invariant surfaces and functionally independent first integrals of stochastic differential equations.

Published

25.09.2000

Issue

Section

Research articles

How to Cite

Kulinich, G. L., and Pereguda О. V. “Qualitative Analysis of Systems of Itô Stochastic Differential Equations”. Ukrains’kyi Matematychnyi Zhurnal, vol. 52, no. 9, Sept. 2000, pp. 1251-6, https://umj.imath.kiev.ua/index.php/umj/article/view/4531.