Existence and uniqueness theorem of associated solutions of the stochastic differential system with measures
The Cauchy problem for stochastic differential system with measures is considered in the paper. Finite-difference with averaging system of stochastic differential equations with correspondence to Cauchy problem is investigated. Stochastic integral equation system with the solution as a limit of the...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | Belarusian |
| Published: |
Belarusian State University
2018-02-01
|
| Series: | Журнал Белорусского государственного университета: Математика, информатика |
| Subjects: | |
| Online Access: | https://journals.bsu.by/index.php/mathematics/article/view/758 |