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Found 15 Documents (Results 1–15)

Invariant surfaces for certain classes of systems of the second-order to stochastic differential equations with jumps. (Ukrainian. English summary) Zbl 1513.60076

MSC:  60H10
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Asymptotic analysis of unstable solutions of stochastic differential equations. (English) Zbl 1456.60002

Bocconi & Springer Series 9. Milano: Bocconi University Press; Cham: Springer (ISBN 978-3-030-41290-6/hbk; 978-3-030-41293-7/pbk; 978-3-030-41291-3/ebook). xv, 240 p. (2020).
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Weak convergence of integral functionals constructed from solutions of Itô’s stochastic differential equations with non-regular dependence on a parameter. (English. Ukrainian original) Zbl 1402.60073

Theory Probab. Math. Stat. 96, 111-125 (2018); translation from Teor. Jmovirn. Mat. Stat. 96, 110-124 (2016).
MSC:  60H10 60F17 60J60
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Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. (English. Ukrainian original) Zbl 1322.60091

Theory Probab. Math. Stat. 90, 115-126 (2015); translation from Teor. Jmovirn. Mat. Stat. 90, 102–112 (2014).
MSC:  60H10 60F17 60G48
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Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations. (English) Zbl 1322.60090

Theory Probab. Math. Stat. 89, 101-114 (2014); translation from Teor. Jmovirn. Mat. Stat. 89, 91–103 (2013).
MSC:  60H10 60F17 60J60
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The first integrals for systems of stochastic differential equations with jumps. (Ukrainian, English) Zbl 1199.60215

Teor. Jmovirn. Mat. Stat. 76, 84-91 (2007); translation in Theory Probab. Math. Stat. 76, 93-101 (2008).
MSC:  60H10
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On the stabilization of a solution of the Cauchy problem for a class of integro-differential equations. (Ukrainian, English) Zbl 1075.60083

Ukr. Mat. Zh. 56, No. 12, 1699-1706 (2004); translation in Ukr. Math. J. 56, No. 12, 2007-2016 (2004).
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Invariant sets for systems of stochastic differential equations without aftereffect. (English. Ukrainian original) Zbl 0990.60060

Theory Probab. Math. Stat. 63, 123-130 (2001); translation from Teor. Jmovirn. Mat. Stat. 63, 112-118 (2000).
MSC:  60H10
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