Differential Equations and Control Processes
(Differencialnie Uravnenia i Protsesy Upravlenia)

Invariant Sets for System of the Ito Nonlinear Stochastic Differential Equations

Author(s):

O. V. Alexandrova

86123, Ukraine,
Makeevka,
Derzhavin's street, 2,
The Donbass National Academy of the
Buildings and Architecture,
Kafedra of the higher and applied mathematics and computer science.

alexand_olga_la@mail.ru

Abstract:

The method of calculation of invariant set for system of the Ito stochastic differential equations is offered by methods of the group analysis of these equations. For the system of two nonlinear stochastic differential equations invariant sets are constructed.

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