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Information × Registration Number 0201U003393, 0197U003175 , R & D reports Title Construction of mathematical models of irregular evolutional deterministic and stochastic systems and investigation of solutions' properties. popup.stage_title Head Kulinich G.L., Registration Date 26-02-2001 Organization Taras Shevchenko Kiev University popup.description2 The concept of invariant surfaces was introduced and methods of finding them for inhomogeneous Ito stochastic differential equations without contagion (aftereffect) were developed. Also methods for investigation of the solutions' behavior on invariant surfaces were developed. For a certain class of non-linear systems of stochastic differential equations the explicit form of their invariant curves was founded and the necessary and sufficient conditions of their invariance were obtained. For homogeneous one-dimensional Ito stochastic differential equations the limit bahavior of the solution with unbounded increment (growth) of the drift coefficient on the finite interval was investigated. The sufficient conditions of the weak convergence of solutions were obtained : 1) in uniform topology to continuous processes; 2) in Skorokhod's M-topology to discontinuous processes.The conditions of unique existence of solutions for non-linear equations with rapidly growing perturbation (disturbance) were obtained. The defining equations of the state of the diluted suspensions with different disperse mediums were obtained. Product Description popup.authors popup.nrat_date 2020-04-02 Close
R & D report
Head: Kulinich G.L.. Construction of mathematical models of irregular evolutional deterministic and stochastic systems and investigation of solutions' properties.. (popup.stage: ). Taras Shevchenko Kiev University. № 0201U003393
1 documents found

Updated: 2026-03-15