Kushnirenko S. Invariant sets of the stochastic differential equations with jumps

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0406U000963

Thesis Registration Form

0406U000963.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

27-02-2006

Specialized Academic Board

Д26.001.37

Essay

The range of necessary and sufficient conditions for existence of local invariant surface and necessary and sufficient conditions for existence of the first integral are derived for stochastic differential equations with jumps. The behaviour of instantaneous energy of a stochastic harmonic oscillator is investigated, the conditions of its stabilization are derived. The stability conditions for solution of Cauchy problem for some class of integro-differential equations are obtained in terms of the coefficients of the equation.

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Files

Diser1.pdf

aref.doc

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