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Information × Registration Number 0205U007054, 0105U006695 , R & D reports Title Investigations of local and asymptotical behavior of complicated stochastic systems. popup.stage_title Head Pilipenko Andrey Yurievich, Registration Date 14-12-2005 Organization Institute of mathematics NAS of Ukraine popup.description2 For the processes describing behaviour of interacting particles theorems of existence, uniqueness and continuity with respect to initial data are proved, martingale characterization is made. The properties of stochastic flows generated by diffusion equations with reflection are investigated. In particular, Sobolev differentiability with respect to initial data is proved, inner and boundary points of random set wich consists of coordinates of all points at the time moment are characterized. For the stochastic equations with random operators the conditions of solvability are obtained and the asymptotics of large deviations is described. The continuouty of the solution for the stochastic differential equation with membran with respect to initial point is obtained. The correct formulation of martingale problem for the solution of stochastic differential equation with membran is given and the theorem of uniqueness is proved. Product Description popup.authors popup.nrat_date 2020-04-02 Close