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1.


. . H. . [14]

. \, 7-,..., .

I* (0 =-((-1(0.

0)>

(0

\ii{t) 7,
t. Tit
t,
Pf(t, ), = (ai,...,a m ),
t > i B ,
ai 2 2,..., am
. ,

.

.

; s ) = - 2

) s ' ' C m -

(2)

F(t, x; s) = (F1(t, T; S)

Fm(t, ; s)),

(3)

s = (si,...,s m ), |si| ^ 1, a = (ai,..., a m ), a,


, ^s /.

F(tu t3\ s) = F(t1, /2; F(fa, <V- s)), / ! < / 2 < / 3 >
(4)
, F(t, t\ s) = s. At \ 0
F(/, f + At; s) = s+f(/; s)/ + (/),
(5)
f(i;s) = (fi(/; s),...,f m (t;s)),a
f.(f; s)^Jipt(t)sax'...Un

(6)


Pf(t), (4)
,

- ^

= f(/;P(/,T; S )),

(7)


F(x, ; s) = s,

dF(t, ; s)

(8)

2 /( ' (; S)

dF{l,

; s)

(9)

=1

F(^, /; s) = s.

(10)

,
.

t = 1, 2,....
F(t, t + 1; s),

.
. (
),
Pf{ti, h\ s) t2 tx.
Pf{t), (2) (3)
Ft{t\ S ) = 2 P ^ ' ) S ? ' Samm,

()

F(t; s)=(F1(t; s), ..., Fm(t; s)).


(12)

f{s) = (fi(s), ...,fm{s)),

.Ms) =- ?# ... *>, ?=


_ " < " '

< ( 0

(13)

dt

J=0

B (7) (9)
af(

';s)
dt

dF{t;s)
dt

_ V ,
jJ"

-f(F{t;s))

(14)
(
w

S>

dFi(t; s)
ds

(8) (10)
F ( 0 ; s) = s.

(15)

F(t+\-s)^F(t;F(s))
(16)
- F(s) = E(l; s).
1
coi-iOM,
.
[137].

[58, 59]
. [54, 120]

.
7

2.


,
.

. . [9] . . .
[10].

.

. ,

, A. H.
. . [15] . . [23, 24, 25].
, Ti ,.,
Th
Ti. Ti ,( , , Tk 7i,
, Ti Th .
.
, 5
S', S 5'.
, ,
. ,
, ,


, .
.

, .


,
(. . .
[28]).
.
, , .

\,
F(si), ,
, , 7, .
, 0. ,
0 ,
(. [172]):
-i s o< s v = so
F^So, s1) = s0F(sl).
8

(17)

, , ,
. .
0
- (so>

i)

F i (So- Si) = F (Si) + P 2 s? (s 0 1),

(18>

CO

F(s) = "Y pnsn .


.

. ,
{mu}(if),]x(t + )
F(t; s)
M$V+X>
= F(t; sxF (; s2))
(. . [25], [98]}.

(19>

3. .

,
. ,.
(14) (16) si si = 1,.
i = 1,..., ,
in{t). ,.
, ^) =M\i(i) B(t) = Mp,(t) (\x{t)-~ 1)


A (t) = >,
(20).
(JL<eat ,

B(t) = \a
( 21>
(
bt,
0,
= /'(1), = /"(1), a f(s)
(13).

,0 =

dFt(t; s)
dsk

(22>

dAik
dt

= ^a,;,.A//t(0,

(23)'

'"

(s)

---{cdot}.^--

3s/

( 2 4 ) .

1*1-1

-.-
9.

tf{to}oo
Aih(t) ||aij||. . ;
(23)
(. . [24, 25]).

.
.
.Pi , ,
. Pi,..., Pm
-

S[ = Ft{t\ s), i = l

. , Pi = 1, i = 1,,.., , .
, ,
< 0 , . A. [23, 24, 25].
,
(. [181]).

. ,
,
,
,
; .
\,.... ,
, +\,..., . A. -
. . [15] ,
si = -+ -., s j ,

I = 1, 2, .. ., mv


Si == Ft (si> . sm),

i 1, 2, . . . , tn,

(25)


, .
,
(17), ,
( [172]).
cp(s) = I,qnsn

cp( 5 )- S P(cp( S )).
10

(26)

F(s) = eMs-i), x -^ l, (26)



^-----^----"",

n - 1 , 2, . . .

(27)

/-> qn
[172]. , , F'(l) = 1, qn +
+ (/. Va ). F'(l) 1 -F(s) | s | < R,
R > 1,
. . . [27]

.
, (27),

, [99].
V"

4. .
" ,


.

A(t) M\i(t). ,
1-1(0) ,
M\L{t) = 1, (0 (ii{i) 1) = 0, P{{mu}(i) = 1} =
= 1. t->-oo A(t) {to}0, , A(/){to}{infty},
( A(t) ),
.
, A (t) = eat
. , ,
< 0, = 0, > 0 > 0. \.{1)
1, A = F ' ( l ) ,
< 1, A = 1, = F"(l) > 0
. A > 1. ,
.
Q(0-P(f-(0>0}
<?--
. . IT. [11], ~->
Q{t)^-KA>,

/<>0,

(28)
11

A < 1 = F"(l),
--(---.

(29)

1 = F'"{\).
(. .
[25])
Q(t)^Keat,
< 0 , >,
(30>
Q ( 0 ~ 4 - , a = 0 , - 6 < 5 o , -= ( 1 ) < .
(31)

,
< 1 A = 1
(. [82]). . . [53]
. . [25] ,

S, () = I

------^

< | |.i (/) > !

(32>

t~ S(y),
,
|A(t), \x(t).
S(y) ,.
5 () = 1 e~v, ^ 0,
. [102] ,
,
,
. ,
.
,
,
(x(t).
,
.
5.

. . [6] ,
(30) , < 0 1
au-v f(l ) ,
, ,r
=

, q = log , ;
J
uf(lu)

St(y)
.
. . [17],
,
- [110]. , ,
(28) .12

, M(xi log{mu}i< , (.
.
[125].
. [16] /(,1+-)(1) (30)
eat {).

. . . [20].
- [128] ,
Pu(n) = P{p{n)=*i\[L{0) = i}
(33)
, I / ,

00

() -= 2

" ' W 6 / W' '. = , 1, 2, . . .;

= 1, 2, . . . , (34)

= 0

A = F'O) < 1 F(s) 5 = 1 .


[109]
, /( (28)
,
,(1).
6.

. . [6] ,
(31)
St ()
. = / ' " ( 1 ) ,
i{to}
w

3b3

t*

i.- J

'

. . [46],
d /<IV)(1), (35),

\i(t). . , . .
. . [17] . . .
[20] . ,
[20]
.
,(1), 0(log 2 n/). . .
[6] , & -
St (). ,
[139] [87]
,
, \12{\) log{mu}(l) < . [139]

13

00

Pij(n), (33), G (I, j) = V

(}

{to}- (i j /) i{to}
/ {to} .

F(s) \s\ < 1 + 8, > 0, ,


- [129],
(33)
00

() =-- f r-nxQj (x) dWt (), i, j - 1, 2, . . . ; n - 1, 2, ,. .


b
xi{x) [0, ), a Qj(x)
j , / ^ 1
0.
7.

. M. [6] A. B.
[17]
.
[153]. , St ()
, pi = .{|,(1) = /} '

1-//'/<'~'
i>n
00

\ , y(t)

< .
,1 ty(')
1
,
.
[182]. . . [46]

i . [43, 102]
, W(n) == _i:-L_i
/.,_>. J
(
) W.
W
[102]. - [128] -,
(34).
8.

(., [58, 59, 14])


:
, 14

(t; s, a, )

( e .--_l)(l_ s ) +
1s
__
2

= 0,

(1--) + 1

q (/; , ) = (/; 0, , ).
, , A(t) B(t),
(20), (21), F(t; s)

\F(t; s) = r(t; s, a, b),


,
F{!-i/>0}-c7(/; a, b).
4 , (32)
{to}oo S(y).

. , .

, . -
.
-= 0,
, . ,
t> .
1-+ .
.
. . [26, 30] , , = /"(1) .5- 0 > ,
/ v / / (l){le}0 < , t{to}oo, a-{to} 0 \s\{le}l
1 - F ( / ; s) = r(t; s, a, 6)(1-|-o(l)),

(36)

. .
.
,
t .
(36) ,
{ ( 0 > 0 } - < 7 ( / ; , ) (1+0(1))
St ()
.
15

, t-^oo,

- > 0 , * <

,
= nq(t; a, ).
. . [49,
50]
. . . . [19]

.
9.

[121, 122]
, ,
.
.R+ = [0, )
P(s, , t, A), <= R+,
+, s -^ t .
,
P(s, 1 + --, /,{cdot})= P(s, x- /,{cdot})*P(s,x* t, ),
(37)
! .
, ,
[122].
,
,
0- . [150]

. ,


.

[81].
, A. M. ,
[123] ,
.
:
.
[149, 151]. \x,{t) -
. ,


^

-V

16

u(0) = c,,

r{to}oo, c,.->oo (br > 0,


).

|,<>...., g(r> .
[183]
- \i.{N){t)


|i(JV)(0) N. , [t, t + h]

W]qN(t)h+o(h),

ki=\,

k , (> = V

^ < . t ,

=-0

N{to} lim Nip)


JV-1-OO

= Vh

---, , 0 < lim Niw> = v = Y

"

N->-oo

lim (t) = q>(t) > 0. |i ( i V , (0N

v,, <

--

N{to}oo

-V->co

X(/)
t
W () = (t) ^ (e''"(ft-" 1) ,

(/) = () dx.

[137]

,
. [136]

. ,
fj(x), \{% + t\), ( + U), ..., jx(x + tn)
( U) = i, |x(T + tn + V) = k, ( U, V, i, k
, a k )
U, V{to}oo

Qy p - y - ' F . / Q ) ,

U / = 1 , 2, . . . ,

PiH ) = .{|(1) = ( 0 ) = t ' } . -7 00

= ^

--'-).

/1=0

[152]
\.i{t)
. 2 440

17

,

-
. . [13] 10.

,
,
, :
. ,

.
, , , .
,
. .
[1].
[88].

. . [28].

.
, .
,

t{to}oo S(x).
M[it /, a
-S(x) -,
,
\i(t).
S(x) .

[108]. B , . A (s) =
~^/i s ''- B(s)=^bkSh,
ah ,

k , bk
,
.
-Pn(s) - ,

(s) = (s) P_, (A (s)),

> 2,

(s) = (s) A (s),

,
, '(\) < 1
18

2 j H i 2j 'i<0'
k=0

/=/.-1-1


[111] (. 11). [177]
,
, ,
.
. ,
, ,
,
[55]. [159, 160]

, .
[67]
.
11.


0, 1, 2-,...,
(t, t + At) /, (0At + o (At)
|j,/t(t)At + (At) k{to}k1 k{to}k+ 1,
(At). lh{t) =
= kX(t) n/t(t) = -fy(t) + v(t),
,
/ ,
(/, t + At) X(t)At + (At)
\i(t)At + {At) .
v(t) == 0, , X{t),
{mu}(t) v(0 ,
.
,
. [132], [111, J12],
[147], [148], [144, 145]

. , ,

F(t; s)
F& ) =

miL=MLzm* t

(38)

1 1 (0 S

~(0

l(t) = l

~TW'

^=1~~^'

P(0 Jl4*)---^)]^,
t

W (0 = 1 + () dr.

2*

J9

[111]
, : 1) v(t)/\x(t)
-")/(*) t; 2) \i(t) = 0 k(t)/\(t) t;
t

3) \x(t) = 0 v(t)/X(t)

== y(t)dx.

[138]


(, = v = 0, > 0) (X > 0,
[A = v =-0). [134]

t ,
[65]

. ,
. ,
,
[176]. [174]

. [92]

.
12.

,
(.
11). .


. . . . [52].
f(t; s) ,
(5), .
p0(t) =f(t; 0), a(t) = ~ ^ | . [52] , |s=i

ds

oo

I p0 (v) e

(">

du

dv oo

, f(t; s)
s, . ,
f(t; s) , ^
[132] (38).
[52]
f(t; s),
St (), (32),
. 20

. . [44, 45].

[146].
13.

. . [5]

11= max

yi(t).

0<(<

, , /(0) > 0,
.P{ti{le}n|{mu}(0) = A, <n<oo} = -f-,

(39)

q ,

"=--,
f(s)

\s\<q,


(39) Mv\.
[78]. [40, 187]

, \i(t) = .

f(s) = sxdF(x),

E(-V')
, [80]. [76, 77]
-

.
. . [18]
/M(.i(l) -= \()
.
/\, \> 0,
1,
\ 0.
, {| > 0} = A, a D{vn\\in > 0}{to}0
A ^ 1.
v n \ > 0.

[91] - [74]. [43,
21

105], [143], - [130, 131]


,
.

, ,... ,

00

Pji P{[i(l) = |((0) = / } .


,

. - ,

. i{to}oo
[43] - [131].
[60]
ti < < <tn<

, -

.

,

[79].
.

. ,
, ( [134]), (
[101]).
14.

\\-

Ai- = Aij(l) (. (22))


,

= |11.
aii (24),
.
2"

.
()
, R<\
(/'<0), ,
R = 1 ( = 0), , R > 1 ( > 0).

.

. ,
(22) Aii(){to}0
, Aij(^)->oo ( )
,

.
, ,
. ,
.
, Aij(t). 0(tm~l),
(., , [25]).
\x.hi{t) ~i t, i

Th, \.iu(t) = 2 {mu}M(t)

Q/e(0=F{|-4(0>0}
, I
,
-
-S/,.t(j/)--P(

, , w m < & . --=-

m|M-)>0],(40)

(32).
,
Qu(t) Sn,t()
.
. [7]
Q/, (t) n

Qi(n) KiR
Qi(t) ~ % ,
Skit(y) t{to}oo
.
,
. ,
NQ 0, , N0-->-oo
,
.
. . [47]
.
23

Qh{t) .
(40) ,
. ;
. . [48, 49, 50] - . .
B. . [22].
Qk(t) , (31), , [22],

Q*"(0---r.

<41>

/-. , > 0 . r.i -.


(41)
, Ch
-
(40) S(y),

*<*

"" - < + ' . . . + .

(42)

'

(42) ,
t/i = yj, i, j = l,...,m, ;
. [49, 50],
,
, . . , .
(. -8).
[22]
(40) . .
,
. .
,
,
.
.
.
[J03J. , [ihi(n)/>Rn,.
i = l, 2,..-,ffl,
1
W, W 0
, .

, , [140, 141, 142]. , [141]
-.
24

|i;,.(n)/i?n, i -= 1, 2,..., m,
W.
c
. . [48].
[157]

.

II

,

1.

!
[68].
( 1) (...
. . [34]). \,...,.
7, .
G(0.
7,
- ..., .
Ti ( ,,
, .
) , ctj ,-, j
= 1, 2,..., m, pf(u),
= ( ..., ) . Pf(l)
, t ,
, ,, / = 1, 2,..., , t = 1
7, .

F (/; s) = (Ex (/; s), ...,

Fm (/; s)),

s - (slt ...,

$m),

(2).

Ft(t; s) = jh,(u;

F(t u; s))dGt {) + s-(l G, (t)), i = 1, . . . , m,.


(3).

ht(u; s)= V p ? ( n ) s ? ' . . . S > .

(4>

26-

(. 2). G](t) = G(/), pai () =


= pai(u), hi {; s) = h(u; s), Fi(t; s) = F(t; s).
'(3)
t

Fit; s ) = fh(n; F(tu\ s))dG(u) + s(1 G(t)).


(5)

, , () ( 3).
h(s) = 2p n sn, (5)

F (t; s) = h {F (t ; s)) dG(u) + s(lG (t)).


(6)
o
(), (5) (6) ,
[0, t] . B
[68, 69] 3
- [179] ,
, ^()
.
, . ,
. Gi {t)
,
, ,

. [43] (6)
,
, -
2 [191, 192].
2. .
.

(5) s = 1
,
A(t) = ''\
B(t) =
OS

= -
ds*

-=.

2
|s=1
t

A(() = a () (/ ) dG () + 1 G {t),

(t) = J a (u)B ((- u) dG (a) + f b (u) A2 (t ) dG (),


>
.*26

(7)

b
'

'

(8)

()

---

W*A
ds

s=i

(7) (8)

3s-


. , (3) no si, i =
= l,..,m,
1.
HAiill, =
=-l'a, ; (H)dGi( W ), au{u) =
dsj

. . A. . ..

= 1

[34] , (3)

, A,-j Gi( + 0) = 0.
(6)

[154]. [43] , \s\ < 1
G(t), G(0) 0,
h(s) (6)
F(t; s), \s\ < 1
s ,
1imF(/; s) = F(t; 1) -^ 1. F[t\ 1) = 1, 1-1

, F(t; 1) < 1, t> 0,


.
3 . .
[36]. , 0{le}t{le}t0

to > 0, Ci > 0, c2"< oo ,




.

10

> 0,

(9)

()

1 h{\ y) = yw{y).
(9) . . [36]
= 1, 2. . . [3] , (9)
.
A(t) B(t) 2 z{to} oo

1 _ e~a"a(u)dG{a).

(10)

27

,
, A < 1, = 1 B > , > 1,

= j a (n) dG (),
--= f b(u)dG{u),

b(u)

(>

dVi (; s)
<3s-

-=i

(12>

= 0, a > 0.
(10) , , ,
, a < 0. . A. [37] , :
, G(t) (:
, )

Mk = ukdG (), = uka () dG (), M'bk - |" ukb () dG (),


o
b
b
00

CO

f uke-aua(ti)dG(u),
uke~aub(u)dG(u),

A(0-=Aoea((- + (-))-

, -
(, G(t)
, , A0 = - ). ,

B(t)^B0eat(l
+ o(l)),
(15>

= '2*(1 + (\)),

(16)


(0 = .80* (1+0(1))

(17);


( / ) - 0 / + .81 + 0(1),

(18>

-?
So = . '

, -

. 3 28

[68, 69], [43].


[154] . . [2]. [194,
196] 3
^{to}oo A(t)e~at,

. . . [51]
, (10)
. ,
A(t) ~ ('
(1 + (1)).
. A. [34],

1
.

00

Fl{s) = $hl{u;s)dGl{u),
(19)

. .
IIAijII, .
. (25) . 1.
3.


. ,
P{fi(t) > 0}, (/)
t,
. . [2]. [68, 69, 103]
3


--

(20)

W,
<p(s) = Me~sW, Re s :_35 0,

< (s) - f h (cp (se~a")) dG {u).


(21)

[154]
.

. 2 . A. [35] , t{to}
{>0}-|2--,

(22)
29

3 < , < 3 < -. =


00

AL,
= ? () dG (), ()
- =

c(u)dG(u),
dsh (; s)
ds 3

, (22) 3
-{{mu}(0>0}^-,

(23)

Afj < , < (. A.


[34]). [83] , (23)
3 ,
< 1 G(t) = 0(t~3). . . [34] ,
< , < St () \i(t),
(28) . 1, zf{to}oo
S(y) 1e-v, ^ 0.
[193]
, )() | -=-i.
4.

3 - [158]
n-ro (.in (0 t.

{) = -'^\1{'1-)>

(24>

= 2 \, 'M-, 2 (13),
" 1
\ 2 dx-W, -7-,

,
.
[119] 3
\i{t) Y(t) { /.i(s)ds,

,
(0, t). Y(t),
Y lim Y (/)
1

->"

--,
[195]

(
). .
30

.
,

III


1. ,

. . [29]
.
r- G
. ,
(, ; t) t,
= (xt, ...,xT),

-

dt

DAp

(1>


(x. , t) |/ = 0, (, ; 0) ( ),
D > 0 , (x) - -..
, ,
ph&t +
+ o(At), k - 1, / ,
,
,
G. , .
, . \ = \ (1, f(s) \phSk,
a
.....aid
/ 1

. M

/'(1). [29] ,

- f b - O , v(y)\ttir = 0.
(2>
0 < ? . | < 2{le} -^ ...
cci(-v), .2(), (x),".
(2).
, a{le}D%\. ,,
< DK\, D},\ > DX\.
[29]
, . . - '
3L

.

. , qn[x)
, ,
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37


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