75778

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Resolvents of the Ito Differential Equations Multiplicative with Respect to the State Vector

ISBN/ISSN: 

0005-1179

DOI: 

10.25728/arcRAS.2023.32.54.001

Наименование источника: 

  • Automation and Remote Control

Обозначение и номер тома: 

Т. 84. № 8

Город: 

  • Москва

Издательство: 

  • Trapeznikov Institute of Control Sciences of Russian Academy of Sciences

Год издания: 

2023

Страницы: 

967-980
Аннотация
Integral representations of solutions of linear multiplicatively perturbed differential equations are obtained, the diffusion part of which is bilinear on the state vector and the vector of independent Wiener processes. Equations of such class serve as models of stochastic systems with control functioning under conditions of parametric uncertainty or undesirable influence of external disturbances. The concepts and analytical apparatus of the theory of Lie algebras are used to find integral representations and fundamental matrices of the equations.

Библиографическая ссылка: 

Шайкин М.Е. Resolvents of the Ito Differential Equations Multiplicative with Respect to the State Vector // Automation and Remote Control. 2023. Т. 84. № 8. С. 967-980.