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Solution of one class of systems of stochastic differential equations |
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| Authors: | O. V. Zakharova |
| Affiliation: | (1) Ufa State Aviation Technical University, ul. K. Marksa 12, Ufa, 450000, Russia |
| Abstract: | In this paper we prove that instead of solving a class of systems of stochastic differential equations with a multidimensional Wiener process one can solve a system of total differential equations. The latter system admits an application of classical methods. This fact enables one to solve the initial system explicitly. |
| Keywords: | KeywordHeading" > and phrases Stratonovich integral symmetric integral system of stochastic differential equations explicit solution formulas |
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