Mishura, Yu. S.; Posashkova, S. V.; Posashkov, S. V. Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter. (English. Russian original) Zbl 1254.60060 Theory Probab. Math. Stat. 83, 111-126 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 92-105 (2010). Reviewer: Dominique Lepingle (Orléans) MSC: 60H10 60G22 60J65 PDFBibTeX XMLCite \textit{Yu. S. Mishura} et al., Theory Probab. Math. Stat. 83, 111--126 (2011; Zbl 1254.60060); translation from Teor. Jmovirn. Mat. Stat. 83, 92--105 (2010) Full Text: DOI
Mishura, Yu. S.; Posashkov, S. V. Existence and uniqueness of the solution of a stochastic differential equation, driven by fractional Brownian motion with a stabilizing term. (Ukrainian, English) Zbl 1199.60121 Teor. Jmovirn. Mat. Stat. 76, 117-124 (2007); translation in Theory Probab. Math. Stat. 76, 131-139 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G15 60H05 60H10 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{S. V. Posashkov}, Teor. Ĭmovirn. Mat. Stat. 76, 117--124 (2007; Zbl 1199.60121); translation in Theory Probab. Math. Stat. 76, 131--139 (2008) Full Text: Link
Posashkov, S. V. Optimal price for the hedge of a European-type contingent claim. (Ukrainian, English) Zbl 1195.91164 Teor. Jmovirn. Mat. Stat. 77, 133-140 (2007); translation in Theory Probab. Math. Stat. 77, 147-154 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 91G20 60H30 60J35 60G22 PDFBibTeX XMLCite \textit{S. V. Posashkov}, Teor. Ĭmovirn. Mat. Stat. 77, 133--140 (2007; Zbl 1195.91164); translation in Theory Probab. Math. Stat. 77, 147--154 (2008) Full Text: Link
Mishura, Yuliya; Posashkov, Sergiy Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and Wiener process. (English) Zbl 1142.60028 Theory Stoch. Process. 13, No. 29, Part 1-2, 152-165 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G15 60H05 60H10 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{S. Posashkov}, Theory Stoch. Process. 13(29), No. 1--2, 152--165 (2007; Zbl 1142.60028)
Posashkov, S. V. Optimal filtering of systems with fractional Brownian noises and a stabilizing item in signal processes. (Ukrainian. English summary) Zbl 1164.62388 Prykl. Stat., Aktuarna Finans. Mat. 2005, No. 1-2, 96-107 (2005). MSC: 62M20 93E11 60G35 PDFBibTeX XMLCite \textit{S. V. Posashkov}, Prykl. Stat., Aktuarna Finans. Mat. 2005, No. 1--2, 96--107 (2005; Zbl 1164.62388)
Mishura, Yu. S.; Posashkov, S. V. Optimal filtration in systems with noise modeled by a polynomial of fractional Brownian motion. (Ukrainian, English) Zbl 1119.60030 Teor. Jmovirn. Mat. Stat. 73, 104-111 (2005); translation in Theory Probab. Math. Stat., Vol 73, 117-124 (2006). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 60G15 60H05 93E11 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{S. V. Posashkov}, Teor. Ĭmovirn. Mat. Stat. 73, 104--111 (2005; Zbl 1119.60030); translation in Theory Probab. Math. Stat., Vol 73, 117--124 (2006) Full Text: Link
Posashkov, S. V. Optimal filtration for systems with fractional Brownian noises. (Ukrainian, English) Zbl 1123.60024 Teor. Jmovirn. Mat. Stat. 72, 120-128 (2005); translation in Theory Probab. Math. Stat. 72, 135-144 (2006). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 60G15 60H05 60J65 PDFBibTeX XMLCite \textit{S. V. Posashkov}, Teor. Ĭmovirn. Mat. Stat. 72, 120--128 (2005; Zbl 1123.60024); translation in Theory Probab. Math. Stat. 72, 135--144 (2006) Full Text: Link
Posashkov, Sergij V. Investigation of a \((B, S)\) market of security with stochastic volatility driven by fractional Brownian motion. (Ukrainian. English summary) Zbl 1089.91503 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 2, 56-61 (2005). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{S. V. Posashkov}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 2, 56--61 (2005; Zbl 1089.91503)
Galaktionov, Victor A.; Posashkov, Sergey A. Maximal sign-invariants of quasilinear parabolic equations with gradient diffusivity. (English) Zbl 0933.35093 J. Math. Phys. 39, No. 9, 4948-4964 (1998). MSC: 35K55 35K15 35C05 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, J. Math. Phys. 39, No. 9, 4948--4964 (1998; Zbl 0933.35093) Full Text: DOI Link
Galaktionov, Victor A.; Posashkov, Sergey A. New explicit solutions of quasilinear heat equations with general first-order sign-invariants. (English) Zbl 0884.35056 Physica D 99, No. 2-3, 217-236 (1996). MSC: 35K55 35C05 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, Physica D 99, No. 2--3, 217--236 (1996; Zbl 0884.35056) Full Text: DOI EuDML
Galaktionov, V. A.; Posashkov, S. A.; Svirshchevskij, S. R. Generalized separation of variables for differential equations with polynomial nonlinearities. (English. Russian original) Zbl 0855.35028 Differ. Equations 31, No. 2, 233-240 (1995); translation from Differ. Uravn. 31, No. 2, 253-261 (1995). Reviewer: V.Chernyatin (Szczecin) MSC: 35G20 35C05 PDFBibTeX XMLCite \textit{V. A. Galaktionov} et al., Differ. Equations 31, No. 2, 233--240 (1995; Zbl 0855.35028); translation from Differ. Uravn. 31, No. 2, 253--261 (1995)
Galaktionov, Victor A.; Posashkov, Sergey A.; Vazquez, Juan Luis Asymptotic convergence to dipole solutions in nonlinear parabolic equations. (English) Zbl 0840.35054 Proc. R. Soc. Edinb., Sect. A 125, No. 5, 877-900 (1995). Reviewer: G.Hetzer (Auburn) MSC: 35K65 35K55 PDFBibTeX XMLCite \textit{V. A. Galaktionov} et al., Proc. R. Soc. Edinb., Sect. A, Math. 125, No. 5, 877--900 (1995; Zbl 0840.35054) Full Text: DOI
Galaktionov, Victor A.; Posashkov, Sergey A.; Svirshchevskij, Sergey R. On invariant sets and explicit solutions of nonlinear evolution equations with quadratic nonlinearities. (English) Zbl 0843.35002 Differ. Integral Equ. 8, No. 8, 1997-2024 (1995). Reviewer: V.A.Yumaguzhin (Pereslavl’-Zalesskij) MSC: 35A25 PDFBibTeX XMLCite \textit{V. A. Galaktionov} et al., Differ. Integral Equ. 8, No. 8, 1997--2024 (1995; Zbl 0843.35002)
Galaktionov, Victor A.; Posashkov, Sergey A. Examples of nonsymmetric extinction and blow-up for quasilinear heat equations. (English) Zbl 0814.35047 Differ. Integral Equ. 8, No. 1, 87-103 (1995). MSC: 35K55 35K65 35B40 35C05 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, Differ. Integral Equ. 8, No. 1, 87--103 (1995; Zbl 0814.35047)
Galaktionov, V. A.; Posashkov, S. A. Exact solutions and invariant spaces for nonlinear gradient diffusion equations. (English. Russian original) Zbl 0821.35066 Comput. Math. Math. Phys. 34, No. 3, 313-321 (1994); translation from Zh. Vychisl. Mat. Mat. Fiz. 34, No. 3, 373-383 (1994). MSC: 35K55 35C05 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, Comput. Math. Math. Phys. 34, No. 3, 373--383 (1994; Zbl 0821.35066); translation from Zh. Vychisl. Mat. Mat. Fiz. 34, No. 3, 373--383 (1994)
Galaktionov, Victor A.; Posashkov, Sergey A. On some monotonicity in time properties for a quasilinear parabolic equation with source. (English) Zbl 0827.35054 Ni, Wei-Ming (ed.) et al., Degenerate diffusions. Proceedings of the IMA workshop, held at the University of Minnesota, MN, USA, from May 13 to May 18, 1991. New York: Springer-Verlag. IMA Vol. Math. Appl. 47, 77-93 (1993). MSC: 35K55 35B40 35K65 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, IMA Vol. Math. Appl. 47, 77--93 (1993; Zbl 0827.35054)
Velázquez, J. J. L.; Galaktionov, V. A.; Posashkov, S. A.; Herrero, M. A. On a general approach to extinction and blow-up for quasi-linear heat equations. (English. Russian original) Zbl 0823.35085 Comput. Math. Math. Phys. 33, No. 2, 217-227 (1993); translation from Zh. Vychisl. Mat. Mat. Fiz. 33, No. 2, 246-258 (1993). MSC: 35K55 35B40 PDFBibTeX XMLCite \textit{J. J. L. Velázquez} et al., Comput. Math. Math. Phys. 33, No. 2, 246--258 (1993; Zbl 0823.35085); translation from Zh. Vychisl. Mat. Mat. Fiz. 33, No. 2, 246--258 (1993)
Galaktionov, Victor A.; Posashkov, Sergey A. Single point blow-up for \(n\)-dimensional quasilinear equations with gradient diffusion and source. (English) Zbl 0767.35033 Indiana Univ. Math. J. 40, No. 3, 1041-1060 (1991). MSC: 35K55 35B40 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, Indiana Univ. Math. J. 40, No. 3, 1041--1060 (1991; Zbl 0767.35033) Full Text: DOI
Galaktionov, Victor A.; Posashkov, Sergey A. Monotonicity in time and stationary solutions for a quasilinear heat equation with source. (English) Zbl 0757.35036 Rev. Mat. Univ. Complutense Madr. 4, No. 2-3, 251-264 (1991). Reviewer: N.A.Watson (Christchurch) MSC: 35K60 35B30 35K05 35K55 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, Rev. Mat. Univ. Complutense Madr. 4, No. 2--3, 251--264 (1991; Zbl 0757.35036) Full Text: EuDML
Galaktinov, Victor A.; Posashkov, Sergey A. Any large solution of a nonlinear heat conduction equation becomes monotonic in time. (English) Zbl 0741.35004 Proc. R. Soc. Edinb., Sect. A 118, No. 1-2, 13-20 (1991). Reviewer: P.Polacik (Bratislava) MSC: 35B40 35K60 35B05 35K55 35Q72 PDFBibTeX XMLCite \textit{V. A. Galaktinov} and \textit{S. A. Posashkov}, Proc. R. Soc. Edinb., Sect. A, Math. 118, No. 1--2, 13--20 (1991; Zbl 0741.35004) Full Text: DOI EuDML
Galaktionov, V. A.; Posashkov, S. A. Monotonicity of a solution of a degenerate quasilinear parabolic equation. (English. Russian original) Zbl 0773.35033 Differ. Equations 26, No. 7, 819-827 (1990); translation from Differ. Uravn. 26, No. 7, 1127-1136 (1990). MSC: 35K65 35K15 35B05 35K55 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, Differ. Equations 26, No. 7, 819--827 (1990; Zbl 0773.35033); translation from Differ. Uravn. 26, No. 7, 1127--1136 (1990)
Galaktionov, V. A.; Posashkov, S. A. Estimates from below for unbounded solutions of a quasilinear parabolic system of equations. (English. Russian original) Zbl 0712.35019 Math. Notes 47, No. 2, 111-116 (1990); translation from Mat. Zametki 47, No. 2, 8-14 (1990). Reviewer: L.Kaljakin MSC: 35B45 35K55 35K50 35B40 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, Math. Notes 47, No. 2, 111--116 (1990; Zbl 0712.35019); translation from Mat. Zametki 47, No. 2, 8--14 (1990) Full Text: DOI
Galaktionov, V. A.; Posashkov, S. A. New exact solutions of parabolic equations with quadratic nonlinearities. (English. Russian original) Zbl 0711.35063 U.S.S.R. Comput. Math. Math. Phys. 29, No. 2, 112-119 (1989); translation from Zh. Vychisl. Mat. Mat. Fiz. 29, No. 4, 497-506 (1989). MSC: 35K55 35C05 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, U.S.S.R. Comput. Math. Math. Phys. 29, No. 2, 112--119 (1989; Zbl 0711.35063); translation from Zh. Vychisl. Mat. Mat. Fiz. 29, No. 4, 497--506 (1989) Full Text: DOI
Galaktionov, V. A.; Posashkov, S. A. On new exact solutions of parabolic equations with quadratic nonlinearities. (Russian) Zbl 0695.35096 Zh. Vychisl. Mat. Mat. Fiz. 29, No. 4, 497-506 (1989). Reviewer: M.Gronychova MSC: 35K55 35C05 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, Zh. Vychisl. Mat. Mat. Fiz. 29, No. 4, 497--506 (1989; Zbl 0695.35096)
Galaktionov, V. A.; Posashkov, S. A. Modelling of sharpening processes in heat transfer problems with nonlinear source. (Russian) Zbl 0972.35505 Mat. Model. 1, No. 12, 89-108 (1989). MSC: 35K05 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, Mat. Model. 1, No. 12, 89--108 (1989; Zbl 0972.35505) Full Text: MNR
Galaktionov, V. A.; Posashkov, S. A. A method of investigating unbounded solutions of quasilinear parabolic equations. (English. Russian original) Zbl 0689.35009 U.S.S.R. Comput. Math. Math. Phys. 28, No. 3, 148-156 (1988); translation from Zh. Vychisl. Mat. Mat. Fiz. 28, No. 6, 842-854 (1988). MSC: 35B40 35K55 35K65 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, U.S.S.R. Comput. Math. Math. Phys. 28, No. 3, 148--156 (1988; Zbl 0689.35009); translation from Zh. Vychisl. Mat. Mat. Fiz. 28, No. 6, 842--854 (1988) Full Text: DOI
Galaktionov, V. A.; Posashkov, S. A. Lower bounds for unbounded solutions of parabolic system of quasilinear equations. (Russian. English summary) Zbl 0679.35051 Prepr., Inst. Prikl. Mat. Akad. Nauk SSSR, Mosk. 180, 15 p. (1988). MSC: 35K60 35B05 35B45 35B30 PDFBibTeX XML
Galaktionov, V. A.; Posashkov, S. A. Exact solutions of parabolic equations with quadratic nonlinearities. (Russian. English summary) Zbl 0679.35045 Prepr., Inst. Prikl. Mat. Akad. Nauk SSSR, Mosk. 115, 23 p. (1988). MSC: 35K55 35C99 34A34 PDFBibTeX XML
Galaktionov, V. A.; Posashkov, S. A. Letter to the editor. (English. Russian original) Zbl 0678.35048 Differ. Equations 24, No. 3, 376 (1988); translation from Differ. Uravn. 24, No. 3, 545 (1988). MSC: 35K55 35B35 35B05 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, Differ. Equations 24, No. 3, 376 (1988; Zbl 0678.35048); translation from Differ. Uravn. 24, No. 3, 545 (1988)
Galaktionov, V. A.; Posashkov, S. A. Estimates of localized unbounded solutions of quasilinear parabolic equations. (English. Russian original) Zbl 0636.35039 Differ. Equations 23, No. 7, 750-759 (1987); translation from Differ. Uravn. 23, No. 7, 1133-1143 (1987). Reviewer: V.A.Galaktionov MSC: 35K55 35B40 35B35 35K15 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, Differ. Equations 23, No. 7, 750--759 (1987; Zbl 0636.35039); translation from Differ. Uravn. 23, No. 7, 1133--1143 (1987)
Galaktionov, V. A.; Posashkov, S. A. Application of new comparison theorem in the investigation of unbounded solutions of nonlinear parabolic equations. (English. Russian original) Zbl 0632.35028 Differ. Equations 22, 809-815 (1986); translation from Differ. Uravn. 22, No. 7, 1165-1173 (1986). Reviewer: I.Ginchev MSC: 35K55 35B50 35K15 35B40 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, Differ. Equations 22, 809--815 (1986; Zbl 0632.35028); translation from Differ. Uravn. 22, No. 7, 1165--1173 (1986)
Galaktionov, V. A.; Kurdyumov, S. P.; Posashkov, S. A.; Samarskij, A. A. A nonlinear elliptic problem with a complex spectrum of solutions. (English. Russian original) Zbl 0619.35043 U.S.S.R. Comput. Math. Math. Phys. 26, No. 2, 48-54 (1986); translation from Zh. Vychisl. Mat. Mat. Fiz. 26, No. 3, 398-407 (1986). Reviewer: Ya.A.Rojtberg MSC: 35J60 35K55 PDFBibTeX XMLCite \textit{V. A. Galaktionov} et al., U.S.S.R. Comput. Math. Math. Phys. 26, No. 2, 48--54 (1986; Zbl 0619.35043); translation from Zh. Vychisl. Mat. Mat. Fiz. 26, No. 3, 398--407 (1986) Full Text: DOI
Galaktionov, V. A.; Kurdyumov, S. P.; Posashkov, S. A.; Samarskij, A. A. A quasilinear parabolic equation with complex spectrum of unbounded automodel solutions. (Russian) Zbl 0616.35043 Mathematical simulation. Processes in nonlinear media, Collect. sci. Works, Moskva 1986, 142-182 (1986). Reviewer: P.Popivanov MSC: 35K60 35A30 35J65 35K15 PDFBibTeX XML
Galaktionov, V. A.; Posashkov, S. A. On the nonlinear ”fast diffusion” equation in \({\mathbb{R}}^ N\). (English. Russian original) Zbl 0615.35043 Sov. Math., Dokl. 33, 412-415 (1986); translation from Dokl. Akad. Nauk SSSR 287, 539-542 (1986). Reviewer: A.Martynyuk MSC: 35K55 82D10 35K15 PDFBibTeX XMLCite \textit{V. A. Galaktionov} and \textit{S. A. Posashkov}, Sov. Math., Dokl. 33, 412--415 (1986; Zbl 0615.35043); translation from Dokl. Akad. Nauk SSSR 287, 539--542 (1986)