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Equations Related to Stochastic Processes: Semigroup Approach and Fourier Transform.
- Source :
-
Journal of Mathematical Sciences . Jan2024, Vol. 278 Issue 1, p115-138. 24p. - Publication Year :
- 2024
-
Abstract
- The work is devoted to integro-differential equations related to stochastic processes. We study the relationship between differential equations with random perturbations — stochastic differential equations (SDEs) — and deterministic equations for the probability characteristics of processes determined by random perturbations. The resulting deterministic pseudodifferential equations are investigated by semigroup methods and Fourier transform methods. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10723374
- Volume :
- 278
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Journal of Mathematical Sciences
- Publication Type :
- Academic Journal
- Accession number :
- 174878838
- Full Text :
- https://doi.org/10.1007/s10958-024-06909-4