On existence and stabilization of the strong solution of the autonomous stochastic partial differential ito-skorokhod equation with random parameters
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Дата
2018
Автори
Науковий керівник
Назва журналу
Номер ISSN
Назва тому
Видавець
КПІ ім. Ігоря Сікорського
Анотація
This paper considers the asymptotic behavior of the strong solution of the linear partial stochastic differential Ito–Skorokhod equation in the corresponding space with random parameters. An existence of the strong solution is proved and sufficient conditions for the asymptotic stability and the mean square instability of a strong solution of a similar equation are obtained. The stochastic model of complex systems, which is proposed in this paper, is an attempt to take into consideration the full extent of randomness in the studying of real processes, which are described by differential equations in partial derivatives, on the right side of which a diffuse perturbations of the Brownian process type and random perturbations of other types are taken into consideration.
Опис
Ключові слова
stochastic partial differential equation, mean square stability, asymptotic stability
Бібліографічний опис
Yasynskyy, V. K. On existence and stabilization of the strong solution of the autonomous stochastic partial differential ito-skorokhod equation with random parameters / V. K. Yasynskyy, I. V. Yurchenko // Системні дослідження та інформаційні технології : міжнародний науково-технічний журнал. – 2018. – № 3. – С. 80-90. – Бібліогр.: 20 назв.