Cybernetics And Systems Analysis logo
Editorial Board Announcements Abstracts Authors Archive
Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 519.21+62
I.V. Samoilenko,1 Y.M. Chabanuk,2 A.V. Nikitin,3 U.T. Himka4

DIFFERENTIAL EQUATIONS WITH SMALL STOCHASTIC SUPPLEMENTS
UNDER POISSON APPROXIMATION CONDITIONS

Abstract. The methods proposed in the paper allow us to investigate the model of stochatic evolution, which includes Markov switchings, and to identify big jumps of disturbing process in the limiting equation. Big jumps of this type may describe rare catastrophic events in different applied problems. We consider the case where system disturbance is defined by impulse process in nonclassical approximation scheme. Particular attention is paid to the asymptotic behavior of the generator of the evolutionary system under examination.

Keywords: stochastic diffusion equation, generator on Banaсh space, Markov process, stochastic approximation procedure, Poisson approximation.



FULL TEXT

1 Taras Shevchenko National University of Kyiv, Kyiv, Ukraine,
e-mail: isamoil@i.ua.

2 Ivan Franko Lviv National University, Lviv, Ukraine,
e-mail: yaroslav.chab@gmail.com.

3 Taras Shevchenko National University of Kyiv, Kyiv, Ukraine,
e-mail: nikitin2505@gmail.com.

4 National University “Lvivska Politekhnika,” Lviv, Ukraine,
e-mail: uliana.himka@gmail.com.

© 2017 Kibernetika.org. All rights reserved.