This article is cited in 3 papers

On integration of systems of stochastic differential equations

F. S. Nasyrov

Ufa State Aviation Technical University, Ufa, Russia

Abstract: We suggest a method for solving systems of stochastic differential equations and describe the structure of solutions.

Key words: system of stochastic differential equations, structure of solutions.

UDC: 519.2

Received: 02.03.2016

DOI: 10.17377/mattrudy.2016.19.206

 English version: Siberian Advances in Mathematics, 2017, 27:3, 187–195

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