Pereguda O. Qualitative analysis of the stochastic differential equations

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0401U002997

Applicant for

Specialization

  • 01.01.02 - Диференційні рівняння

22-10-2001

Specialized Academic Board

Д26.001.37

Essay

In the dissertation the string of the conditions of a locally invariant set is determined. The conditions of existence and functional independence a locally first integrals of stochastic differential equations are established. The qualitative analysis for the homogeneous stochastic differential equations of the phase picture in the two-dimensional case is realized. The methods of construction of a classes of stochastic differential equations for which a given surface is a locally invariant set are produced. The behavior of the solutions of a classes stochastic differential equations for invariant surfaces are investigated.

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