Standard

Equations Related to Stochastic Processes: Semigroup Approach and Fourier Transform. / Melnikova, I.; Alekseeva, U.; Bovkun, V.
в: Journal of Mathematical Sciences, Том 278, № 1, 2024, стр. 115-138.

Результаты исследований: Вклад в журнал › Статья › Рецензирование

Harvard

Melnikova, I, Alekseeva, U & Bovkun, V 2024, 'Equations Related to Stochastic Processes: Semigroup Approach and Fourier Transform', Journal of Mathematical Sciences, Том. 278, № 1, стр. 115-138. https://doi.org/10.1007/s10958-024-06909-4

APA

Melnikova, I., Alekseeva, U., & Bovkun, V. (2024). Equations Related to Stochastic Processes: Semigroup Approach and Fourier Transform. Journal of Mathematical Sciences, 278(1), 115-138. https://doi.org/10.1007/s10958-024-06909-4

Vancouver

Melnikova I, Alekseeva U, Bovkun V. Equations Related to Stochastic Processes: Semigroup Approach and Fourier Transform. Journal of Mathematical Sciences. 2024;278(1):115-138. doi: 10.1007/s10958-024-06909-4

Author

Melnikova, I. ; Alekseeva, U. ; Bovkun, V. / Equations Related to Stochastic Processes: Semigroup Approach and Fourier Transform. в: Journal of Mathematical Sciences. 2024 ; Том 278, № 1. стр. 115-138.

BibTeX

@article{7b36ba385a47460a9b3e52fffd31df56,
title = "Equations Related to Stochastic Processes: Semigroup Approach and Fourier Transform",
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. {\textcopyright} 2024, Springer Nature Switzerland AG.",
author = "I. Melnikova and U. Alekseeva and V. Bovkun",
year = "2024",
doi = "10.1007/s10958-024-06909-4",
language = "English",
volume = "278",
pages = "115--138",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "1",

}

RIS

TY - JOUR

T1 - Equations Related to Stochastic Processes: Semigroup Approach and Fourier Transform

AU - Melnikova, I.

AU - Alekseeva, U.

AU - Bovkun, V.

PY - 2024

Y1 - 2024

N2 - 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. © 2024, Springer Nature Switzerland AG.

AB - 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. © 2024, Springer Nature Switzerland AG.

UR - http://www.scopus.com/inward/record.url?partnerID=8YFLogxK&scp=85182436679

U2 - 10.1007/s10958-024-06909-4

DO - 10.1007/s10958-024-06909-4

M3 - Article

VL - 278

SP - 115

EP - 138

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 1

ER -

ID: 51603969