Invariant surfaces for certain classes of systems of the second-order to stochastic differential equations with jumps
DOI:
https://doi.org/10.17721/1812-5409.2022/3.2Keywords:
stochastic differential equations with jumps, invariant surfacesAbstract
In this paper, we consider the concept of invariant sets of inhomogeneous stochastic differential equations with jumps. For certain classes of systems of the second order of inhomogeneous stochastic differential equations with jumps the necessary and sufficient conditions for the invariance of the corresponding surfaces are established. The obtained results provide opportunities to find the invariant surfaces and conditions of their invariance for the specified classes of stochastic differential equations.
Pages of the article in the issue: 22 - 27
Language of the article: Ukrainian
References
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Copyright (c) 2022 Yu. S. Mishura, S. V. Kushnirenko, L. V. Voloh

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