This article is cited in 4 papers

MATHEMATICS

On existence and uniqueness of solutions of one complex stochastic differential system with delay

S. P. Zhogal^a, S. I. Zhogal^b, A. V. Klimenko<sup>a

a</sup> F. Scorina Gomel State University
^b Belarusian State University of Transport, Gomel

Abstract: Problems of the existence and uniqueness of solutions of systems of differential equations containing a stochastic differential equation in partial derivatives of hyperbolic type and ordinary stochastic differential equations with delay connected with each other by retarded connections are investigated.

Keywords: stochastic differential equations, delay, stochastic partial differential equations, units with lumped parameters, units with distributed parameters.

UDC: 517.9 + 537.86

Received: 03.04.2017