THE FIRST INTEGRALS OF THE ITO EQUATIONS WITH RANDOM COEFFICIENTS AND OF THE EXTENDED SYSTEM OF ITO EQUATIONS
Journal Title: Вчені записки Таврійського національного університету імені В. І. Вернадського. Серія: Технічні науки - Year 2018, Vol 29, Issue 6
Abstract
In this paper we consider the algorithm for constructing the class of Ito equations that adapted with the given first integral, but with coefficients that depending on uncontrolled perturbations. It is proved that the initial system of Ito equations can be supplemented, after which the extended system can have the first integral of the initials and new variables. Examples are considered.
Authors and Affiliations
В. А. Дубко
Keywords
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