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Found 164 Documents (Results 1–100)

Numerical study of the influence of an obstacle on the flow around vertical axial wind turbine. (Russian. English translation) Zbl 1484.76084

Mat. Model. 33, No. 11, 61-76 (2021); translation in Math. Models Comput. Simul. 14, No. 3, 480-489 (2022).
MSC:  76U05 76F50 76M99
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Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums. (English. Russian original) Zbl 1310.91075

Cybern. Syst. Anal. 50, No. 5, 750-758 (2014); translation from Kibern. Sist. Anal. No. 5, 113-121 (2014).
MSC:  91B30
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Some problems for Clark’s model. II. A solution for Merton’s portfolio problem. (English. Russian original) Zbl 1298.91131

Cybern. Syst. Anal. 49, No. 5, 727-738 (2013); translation from Kibern. Sist. Anal. 2013, No. 5, 99-111 (2013).
MSC:  91G10 60H30 93E20
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Some problems for Clark’s model. I. Estimating the non-ruin probability for an insurance company. (English. Russian original) Zbl 1298.91095

Cybern. Syst. Anal. 49, No. 2, 279-288 (2013); translation from Kibern. Sist. Anal. 2013, No. 2, 139-149 (2013).
MSC:  91B30 60H30
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On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market. (English. Russian original) Zbl 1288.91118

Cybern. Syst. Anal. 48, No. 5, 736-748 (2012); translation from Kibern. Sist. Anal. 2012, No. 5, 112-126 (2012).
MSC:  91B30
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On the rate of convergence of solution of differential equation disturbed by “physical” white noise to a solution of appropriate diffusion equation. Exponential mixing. (English. Russian original) Zbl 1267.60059

Theory Probab. Appl. 56, No. 4, 562-578 (2012); translation from Teor. Veroyatn. Primen. 56, No. 4, 656-675 (2011).
MSC:  60H10 60H40 60G07 60J75
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Mixing “in the sense of Ibragimov”. Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. II. (English. Russian original) Zbl 1236.60050

Ukr. Math. J. 63, No. 3, 351-368 (2011); translation from Ukr. Mat. Zh. 63, No. 3, 303-318 (2011).
MSC:  60H10
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A method to find a stabilizing control for an accumulation fund with functions of an insurance company. (English. Russian original) Zbl 1291.93325

Cybern. Syst. Anal. 46, No. 6, 967-974 (2010); translation from Kibern. Sist. Anal. 2010, No. 6, 120-127 (2010).
MSC:  93E20
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Mixing “In the sense of Ibragimov.” Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. I. (Russian, English) Zbl 1224.60128

Ukr. Mat. Zh. 62, No. 6, 733-753 (2010); translation in Ukr. Math. J. 62, No. 6, 847-871 (2010).
MSC:  60H10
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The invariance principle for the Ornstein-Uhlenbeck process with fast Poisson time: an estimate for the rate of convergence. (Ukrainian, English) Zbl 1199.60099

Teor. Jmovirn. Mat. Stat. 76, 14-22 (2007); translation in Theory Probab. Math. Stat. 76, 15-22 (2008).
MSC:  60F17 60H10 60E15
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On the ruin probability of insurance company functioning on the \((B,S)\)-market. (Ukrainian, English) Zbl 1150.91421

Teor. Jmovirn. Mat. Stat. 74, 10-22 (2006); translation in Theory Probab. Math. Stat. 74, 11-23 (2007).
MSC:  91B30
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Order reduction for a system of stochastic differential equations with a small parameter in the coefficient of the leading derivative. Estimate for the rate of convergence. (Ukrainian, English) Zbl 1119.60044

Ukr. Mat. Zh. 58, No. 12, 1587-1601 (2006); translation in Ukr. Math. J. 58, No. 12, 1799-1817 (2006).
MSC:  60H10
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Estimates for the rate of convergence in ordinary differential equations under the action of random processes with fast time. (Russian, English) Zbl 1093.60027

Ukr. Mat. Zh. 57, No. 4, 435-457 (2005); translation in Ukr. Math. J. 57, No. 4, 523-550 (2005).
MSC:  60H10 34F05
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On an estimator of an unknown parameter for a first-order autoregressive procedure \((|\theta|>1)\). (English. Ukrainian original) Zbl 0995.62084

Theory Probab. Math. Stat. 64, 9-17 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 10-17 (2001).
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Estimation of an unknown parameter in the Cauchy problem for a first-order partial differential equation under small Gaussian perturbations. (English. Russian original) Zbl 0990.62085

Ukr. Math. J. 52, No. 7, 1147-1155 (2000); translation from Ukr. Mat. Zh. 52, No. 7, 999-1006 (2000).
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An inequality for the probability of large deviations of an estimate of an unknown parameter in the Cauchy problem for a first-order partial differential equation with rapid random oscillations. (English. Ukrainian original) Zbl 1012.62093

Theory Probab. Math. Stat. 62, 1-8 (2001); translation from Teor. Jmovirn. Mat. Stat. 62, 1-8 (2000).
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On an estimate of the unknown parameter (\(|\theta|>1\)) of a first order autoregression process under Gaussian perturbations. (English. Ukrainian original) Zbl 0932.62100

Theory Probab. Math. Stat. 58, 1-7 (1999); translation from Teor. Jmovirn. Mat. Stat. 58, 1-7 (1998).
MSC:  62M10 62F10 62J05
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Optimal solution control for a first-order partial stochastic differential equation. (English. Russian original) Zbl 0932.93086

Cybern. Syst. Anal. 34, No. 2, 269-276 (1998); translation from Kibern. Sist. Anal. 1998, No. 2, 134-143 (1998).
MSC:  93E20 60H15
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On the Kolmogorov-Hajek-Rényi inequality for normed integrals of weakly dependent processes. (English. Russian original) Zbl 0910.60023

Theory Probab. Appl. 42, No. 2, 213-224 (1997); translation from Teor. Veroyatn. Primen. 42, No. 2, 225-238 (1997).
MSC:  60G10 60G44
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Functional law of iterated logarithm for normalized integrals of processes with weak dependence. (English. Russian original) Zbl 0932.60032

Ukr. Math. J. 49, No. 4, 539-549 (1997); translation from Ukr. Mat. Zh. 49, No. 4, 490-499 (1997).
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