Samojlenko I. Аnalytic theory of Markovian random evolutions in Rn.

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0402U000916

Thesis Registration Form

0402U000916.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

19-03-2002

Specialized Academic Board

Д 26.206.02

The Institute of Mathematics of NASU

Essay

In the thesis analytic characteristics of Markovian random evolutions in Rn are studied. Straightforward and backward systems of Kolmogorov differential equations for functions of Markovian random evolution are obtained, hyperparabolic equations of high degree are also derived, two methods for solving of hyperparabolic equations are proposed.

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Files

aref.doc

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