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Theory and application of diffusion approximation methods and invariants to investigation and construction of stochastic dynamic system models

By Dubko Valery Alexeevich

Abstract

Stochastic differential equations and their invariants are considered in the paper aiming at the development and substantiation of diffusion approximation methods and invariant theory for solution of stochastic equations. As a result theorem about the diffusion approximation of slow components of Ito's equation solution have been represented in the paper as well as bases of the stochastic system analytical dynamics. Methods of the equation construction for approximating processes, for nuclei of integral invariants, first integrals of Ito's equation solutions have been developed. Results may find their field of application in stochastic differential equations, theory of open systems, diffusion concrete problemsAvailable from VNTIC / VNTIC - Scientific & Technical Information Centre of RussiaSIGLERURussian Federatio

Topics: 12C - Applied mathematics, MATHEMATICS
Year: 1992
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Provided by: OpenGrey Repository
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