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Averaging of stochastic systems of integral-differential equations with ≪Poisson noise≫

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Abstract

An analog of N. N. Bogolyubov's theorem is proved concerning averaging, on a finite time interval, of a system of integral-differential equations with a ≪Poisson noise≫.

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Literature cited

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Authors and Affiliations

  1. Institute of Mathematics, Academy of Sciences of the Ukrainian SSR, Kiev

    V. G. Kolomiets & A. I. Mel'nikov

  2. T. M. Mukhitdinov Tashkent Polytechnic Institute, USSR

    V. G. Kolomiets & A. I. Mel'nikov

Authors
  1. V. G. Kolomiets
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  2. A. I. Mel'nikov
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Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 2, pp. 273–277, February, 1991.

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Kolomiets, V.G., Mel'nikov, A.I. Averaging of stochastic systems of integral-differential equations with ≪Poisson noise≫. Ukr Math J 43, 242–246 (1991). https://doi.org/10.1007/BF01060515

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  • DOI: https://doi.org/10.1007/BF01060515

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