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«THE BULLETIN OF IRKUTSK STATE UNIVERSITY». SERIES «MATHEMATICS»
«IZVESTIYA IRKUTSKOGO GOSUDARSTVENNOGO UNIVERSITETA». SERIYA «MATEMATIKA»
ISSN 1997-7670 (Print)
ISSN 2541-8785 (Online)

List of issues > Series «Mathematics». 2023. Vol 45

On the Representation of the Goursat Boundary Problem Solution for the First Order Partial Derivatives Stochastic Hyperbolic Equations

Author(s)
K. B. Mansimov1,2, R. O. Mastaliyev1,3

1Institute of Control Systems, Baku, Azerbaijan

2Baku State University, Baku, Azerbaijan

3Azerbaijan University, Baku, Azerbaijan

Abstract
We study the standard canonical form of a stochastic analog of a system of linear partial differential equations of first order hyperbolic type with Goursat boundary conditions. The stochastic analogue of the Riemann matrix in block form is introduced, an integral representation of the solution of the boundary value problem under consideration is obtained in an explicit integral form in terms of boundary conditions.
About the Authors

Kamil Mansimov, Dr. Sci. (Phys.–Math.), Prof., Baku State University, AZ 1148, Baku, Azerbaijan; Institute of Control Systems, AZ 1141, Baku, Azerbaijan, kamilbmansimov@gmail.com

Rashad Mastaliyev, Cand. Sci. (Phys.–Math.), Assoc. Prof., Azerbaijan University, AZ 1007, Baku, Azerbaijan; Institute of Control Systems, AZ 1141, Baku, Azerbaijan, rashad.mastaliyev@au.edu.az

For citation
Mansimov K. B., Mastaliyev R. O. On the Representation of the Goursat Boundary Problem Solution for the First Order Partial Derivatives Stochastic Hyperbolic Equations. The Bulletin of Irkutsk State University. Series Mathematics, 2023, vol. 45, pp. 145–151. (in Russian) https://doi.org/10.26516/1997-7670.2023.45.145
Keywords
linear inhomogeneous stochastic Goursat system, stochastic boundary value problem, Wiener process, explicit representation of the solution
UDC
517.956.3: 519.2
MSC
60H15
DOI
https://doi.org/10.26516/1997-7670.2023.45.145
References
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Full text (russian)