This article is cited in 15 papers

On inverse problem of closure of differential systems with degenerate diffusion

M. I. Tleubergenov^a, G. T. Ibraeva<sup>b

a</sup> Department of Differential Equations, Institute of Mathematics and Mathematical Modelling, 125 Pushkin St, 050010 Almaty, Kazakhstan
^b T. Begeldinov Aktobe Military Institute of Air Defense Forces, 16 A. Moldagulova St, 030000 Aktobe, Kazakhstan

Abstract: The quasi-inversion method is used to obtain necessary and sufficient conditions for the solvability of the inverse closure problem in the class of stochastic differential Itô systems of the first order with random perturbations from the class of processes with independent increments and diffusion degenerate with respect to a part of the variables.

Keywords and phrases: inverse problems, stochastic differential equations, integral manifolds.

MSC: 34K29, 60H10

Received: 08.02.2017

Language: English

DOI: 10.32523/2077-9879-2019-10-2-93-102

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