Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/294900| Title: | Linear Skorokhod SDE: Evaluation of Expectations of Functionals |
| Authors: | Egorov, A. Zherelo, A. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Физика |
| Issue Date: | 2022 |
| Publisher: | Minsk : Education and Upbringing |
| Citation: | Nonlinear Phenomena in Complex Systems. - 2022. - Vol. 25. - № 1. - P. 82-91 |
| Abstract: | This paper considers a linear stochastic differential equation (SDE) containing the Skorokhod integral. A formula for the approximate calculation of functionals of solutions of this equation is constructed, which is approximately exact for polynomials of the third order. |
| URI: | https://elib.bsu.by/handle/123456789/294900 |
| ISSN: | 1561-4085 |
| DOI: | 10.33581/1561-4085-2022-25-1-82-91 |
| Licence: | info:eu-repo/semantics/openAccess |
| Appears in Collections: | 2022. Volume 25. Number 1 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| v25no1p82.pdf | 419,88 kB | Adobe PDF | View/Open |
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