Перегляд за автором "Kopytko, B.I."

Результати 1-3 з 3

The Brownian motion process with generalized diffusion matrix and drift vector

Kopytko, B.I.; Novosyadlo, A.F. (2008)

Using the method of the classical potential theory, we have constructed a semigroup of operators that describes a multidimensional process of Brownian motion, for which the drift vector and the diffusion matrix are generalized ...
An example of a stochastic differential equation with the property of weak non-uniqueness of a solution

Kopytko, B.I.; Portenko, M.I. (2006)

A family of one-dimensional diﬀusion processes is constructed such that each one of this family is a weak solution to some stochastic diﬀerential equation. It turns out that the property of weak uniqueness of a solution ...
A multidimensional model of the diffusion process with membrane whose properties are described by a general Wentzel boundary condition

Kopytko, B.I.; Tsapovs’ka, Z.Ya. (2006)

By methods of the general potential theory, a semigroup of operators is constructed that describes a multidimensional diffusion process with membrane located on a given hypersurface, whose properties are determined by a ...

Результати 1-3 з 3

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