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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),
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1. . , . , 1958,
384 . (, 1961, 1050)
2. . ., ,
. , 1964, 9, 1, 146152
(, 1964, 874)
3. . ., . . , 1967,
1, 3, 321324 (, 1968, 4202)
4. . ., . .,
. ., , 1966 (, 1966, 730)
5. . .,
. . , 1954, 9, 2, 147156 (, 1955, 2315)
6. , .
, 1957, 2, 2, 256266 (, 1958,
6952)
7: ., .
. . , 1957, 7, 1, 130153 (, 1958, 7963)
8-,
. , 1959, 4, - 4, 482484
9. . .,
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