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Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 519.21+62
Nikitin A.V.

THE ASYMPTOTIC PROPERTIES OF THE STOCHASTIC DIFFUSION TRANSPORT PROCESS
WITH THE POINT OF EQUILIBRIUM OF THE QUALITY CRITERION

Abstract. We obtain the conditions for weak convergence of diffusive process of transfer with the Markov switchings and control with the point of equilibrium of functions of quality criteria, for which the procedure of stochastic approximation in a number of series.

Keywords: stochastic diffusion equation, generator on a Banach space, Markov process, stochastic approximation procedure.



FULL TEXT

Никитин Анатолий Владимирович,
кандидат физ.-мат. наук, доцент Каменец-Подольского национального университета
имени Ивана Огиенко, e-mail: nik_tol@rambler.ru.

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