Title of article :
ON THE RESTORATION PROBLEM WITH DEGENERATED DIFFUSION
Author/Authors :
TLEUBERGENOV, MARAT I. Institute of Mathematics, Kazakhstan , IBRAEVA, GULMIRA T. Military Institute of Air Defence s Forces T. Begeldinov, Kazakhstan
Abstract :
The sufficient conditions are obtained on the restoration problems solvability in a class of the stochastic differential Ito systems of the first order (with random disturbances from a class of Wiener processes and the diffusion degenerated with regard to a part of variables) on the given properties of a movement, when a control is included into the coefficient of drift, by separation method. The aspect of driving parameters is defined, ensuring sufficient conditions of the given integral manifold s existence of constructed equations set in nonlinear and linear cases.
Keywords :
stochastic differential equations , integral manifold , restoration problem
Journal title :
TWMS Journal of Pure and Applied Mathematics
Journal title :
TWMS Journal of Pure and Applied Mathematics