THEORETICAL FOUNDATIONS AND SPECIFICITY OF MATHEMATICAL MODELLING
ANALYTIC SOLUTION OF A NONSTATIONARY EQUATION OF KOLMOGOROV-FELLER TYPE WITH A NONLINEAR DRIFT COEFFICIENT
- 1 Peter the Great Saint-Petersburg Polytechnic University, Russia
Abstract
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.