UDC 519.21+62
1 Taras Shevchenko National University of Kyiv, Kyiv, Ukraine
isamoil@i.ua
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DOUBLE MERGING OF THE PHASE SPACE FOR STOCHASTIC DIFFERENTIAL
EQUATIONS WITH SMALL ADDITIONS IN POISSON APPROXIMATING CONDITIONS
Abstract. Double merging of phase space for the stochastic evolutionary system is carried out.
The case is considered where the 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.
Keywords: stochastic evolutionary system, double merging of phase space, Poisson approximation scheme.
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