THEORETICAL FOUNDATIONS AND SPECIFICITY OF MATHEMATICAL MODELLING
ANALYTIC SOLUTION OF A NONSTATIONARY EQUATION OF KOLMOGOROV-FELLER TYPE WITH A NONLINEAR DRIFT COEFFICIENT
Mathematical Modeling, Vol. 2 (2018), Issue 2, pg(s) 48-49
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.