International Scientific Journals
of Scientific Technical Union of Mechanical Engineering "Industry 4.0"

The paper is devoted to the construction of analytical algorithms for solving stochastic integro-differential equations of Kolmogorov-Feller type. Such equations are encountered in problems of control theory, communication theory, stellar dynamics, and so on.

This paper describes the process of building special space of generalized functions, its properties and applications. Presented applications are: constructive solution of Kolmogorov-Feller type equation with polynomial drift coefficient; proof of exponential nature of equilibrium establishment in rarefied gas, described by Boltzmann equation of kinetic theory of gases.