Abstract
The processes of interaction of microlevel stochatsic elements are modeled by solving the n-dimensional controlled stochastic Ito equation (given in the random process theory [1] with regular limitations), which is considered as an initial object: where U t is the n-dimensional Wiener’s process, C=C(Δ, R n ) is the space of the continuous on Δ, n -dimensional vector-functions with operations in R n ; U is σ - algebra in C, created by all possible opened (in C metric) sets; ∠ (R n ) is the space of linear operators in R n . The functions shift a(t, x t , u t ) = a u (t, x) and diffusion σ (t, x t ) satisfy the following conditions of smoothness: for example, C1 (Δ0, R1) and C (R n , R n ) are the space of continuous differential functions, and the continuous and twice differential functions accordingly. Control (u t )is formed as a function of time and macro variables (x t ), which are nonrandom with respect to set Ω”, and are measured by some physical instruments.
Sign-in/Register to access full text options 
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
