 Cybernetics and Systems Analysis /  Issue (2019, 55 (2))
Samoilenko I.V.,
Nikitin A.V.
Double merging of the phase space for stochastic differential equations with small additions in Poisson approximating conditions Double merging of phase space for the stochastic evolutionary system is performed. The case is considered where system’s perturbations are determined by the impulse process at the Poisson approximation scheme. The limiting process under such conditions has two components: deterministic shift and Poisson jump addition. © 2019, Springer Science+Business Media, LLC, part of Springer Nature. Keywords: double merging of phase space, Poisson approximation scheme, stochastic evolutionary system, Approximation theory, Differential equations, Merging, Poisson distribution, Stochastic systems, Evolutionary system, Limiting process, Poisson approximations, Poisson jumps, Shift-and, Stochastic differential equations, Two-component, Phase space methods
Cite:
Samoilenko I.V.,
Nikitin A.V.
(2019). Double merging of the phase space for stochastic differential equations with small additions in Poisson approximating conditions. Cybernetics and Systems Analysis, 55 (2), 108-116. doi: https://doi.org/10.1007/s10559-019-00131-w http://jnas.nbuv.gov.ua/article/UJRN-0000968701 [In Ukrainian]. |
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