Semenyuk S. Fluctuations of stochastic dynamic systems with diffusion and impulse perturbations

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0412U003503

Applicant for

Specialization

  • 01.05.04 - Системний аналіз і теорія оптимальних рішень

17-05-2012

Specialized Academic Board

Д 26.001.35

Taras Shevchenko National University of Kyiv

Essay

The thesis is devoted to the investigation of stochastic evolution systems and stochastic approximation procedure fluctuations in the ergodic Markov environment with additional diffusive and impulsive perturbations. At the same time stochastic evolution weak convergence conditions to the limit process (which includes additive shift and diffusion disturbances in the form of a Wiener process) are achieved.

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