Gasanenko, Vitalii A. Exact asymptotics for small deviations of compound Poisson process. (English) Zbl 1258.60034 Adv. Appl. Math. Sci. 10, No. 6, 605-616 (2011). MSC: 60G51 60J50 34B08 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Adv. Appl. Math. Sci. 10, No. 6, 605--616 (2011; Zbl 1258.60034)
Gasanenko, V. A. The small deviation of Ornstein-Uhlenbeck process with large trend. (The small deviation of Orcstein-Uhlenbeck process with large trend.) (English) Zbl 1229.60031 Adv. Appl. Math. Sci. 10, No. 2, 159-167 (2011). MSC: 60F10 60G70 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Adv. Appl. Math. Sci. 10, No. 2, 159--167 (2011; Zbl 1229.60031)
Gasanenko, V. A.; De Luca, R.; Fedullo, A. On dynamical behavior of two-junction interferometers in presence of colored noises. (English) Zbl 1240.82014 Zb. Pr. Inst. Mat. NAN Ukr. 7, No. 2, 34-41 (2010). MSC: 82D55 82C26 82C31 60J65 PDFBibTeX XMLCite \textit{V. A. Gasanenko} et al., Zb. Pr. Inst. Mat. NAN Ukr. 7, No. 2, 34--41 (2010; Zbl 1240.82014)
Gasanenko, Vitalii Small deviation of Brownian motion with large drift. (English) Zbl 1202.60134 Stat. Probab. Lett. 80, No. 21-22, 1618-1622 (2010). MSC: 60J65 PDFBibTeX XMLCite \textit{V. Gasanenko}, Stat. Probab. Lett. 80, No. 21--22, 1618--1622 (2010; Zbl 1202.60134) Full Text: DOI
Gasanenko, V. A.; de Luca, R.; Fedullo, A. Asymptotic expansions of transition densities of the superconducting phase differences in d.c. SQUID in presence of white noise. (English) Zbl 1187.82144 Skiadas, Christos H. (ed.) et al., Topics on chaotic systems. Selected papers from CHAOS 2008 international conference on chaotic modeling, simulation and applications, Chania, Crete, Greece, 3–6 June 2008. Hackensack, NJ: World Scientific (ISBN 978-981-4271-33-2/hbk). 130-137 (2009). Reviewer: Vicenţiu D. Rădulescu (Craiova) MSC: 82D55 82C26 82C31 60J65 PDFBibTeX XMLCite \textit{V. A. Gasanenko} et al., in: Topics on chaotic systems. Selected papers from CHAOS 2008 international conference on chaotic modeling, simulation and applications, Chania, Crete, Greece, 3--6 June 2008. Hackensack, NJ: World Scientific. 130--137 (2009; Zbl 1187.82144)
Gasanenko, Vitalii A. The small deviations of multi-dimensional diffusion processes and rarefaction by boundaries. (English) Zbl 1199.60299 Random Oper. Stoch. Equ. 16, No. 2, 97-108 (2008). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 60J65 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Random Oper. Stoch. Equ. 16, No. 2, 97--108 (2008; Zbl 1199.60299) Full Text: DOI arXiv
Buonanno, Laura; Gasanenko, Vitalii Alekseevich; Vinogradov, Aleksei Vladimirovich On some models of actions of VoIP market operator. (English) Zbl 1171.90354 J. Stat. Manag. Syst. 11, No. 5, 997-1008 (2008). MSC: 90B18 90B60 PDFBibTeX XMLCite \textit{L. Buonanno} et al., J. Stat. Manag. Syst. 11, No. 5, 997--1008 (2008; Zbl 1171.90354) Full Text: DOI
Gasanenko, Vitalij A.; Matarazzo, Giovanni; Buonanno, Laura On invariance of domains with smooth boundaries with respect to stochastic differential equations. (English) Zbl 1199.60209 Zb. Pr. Inst. Mat. NAN Ukr. 3, No. 4, 77-91 (2006). MSC: 60H10 PDFBibTeX XMLCite \textit{V. A. Gasanenko} et al., Zb. Pr. Inst. Mat. NAN Ukr. 3, No. 4, 77--91 (2006; Zbl 1199.60209)
Fedullo, Aniello; Gasanenko, Vitalii A. Limit theorems for number of diffusion processes, which did not absorb by boundaries. (English) Zbl 1107.60047 Cent. Eur. J. Math. 4, No. 4, 624-634 (2006). Reviewer: V. S. Borkar (Mumbai) MSC: 60J60 60F05 PDFBibTeX XMLCite \textit{A. Fedullo} and \textit{V. A. Gasanenko}, Cent. Eur. J. Math. 4, No. 4, 624--634 (2006; Zbl 1107.60047) Full Text: DOI arXiv
Fedullo, Aniello; Gasanenko, Vitalii A. Limit theorems for rarefaction of a set of diffusion processes by boundaries. (English) Zbl 1142.60384 Theory Stoch. Process. 11, No. 27, Part 1-2, 23-28 (2005). MSC: 60J60 PDFBibTeX XMLCite \textit{A. Fedullo} and \textit{V. A. Gasanenko}, Theory Stoch. Process. 11(27), No. 1--2, 23--28 (2005; Zbl 1142.60384) Full Text: arXiv
Gasanenko, Vitalii A. On invariance of domains with smooth boundaries with respect to stochastic differential equations. arXiv:math/0510077 Preprint, arXiv:math/0510077 [math.PR] (2005). MSC: 60-XX 60-XX BibTeX Cite \textit{V. A. Gasanenko}, ``On invariance of domains with smooth boundaries with respect to stochastic differential equations'', Preprint, arXiv:math/0510077 [math.PR] (2005) Full Text: arXiv
Gasanenko, Vitalii A. Limit raring proceses with apllication. arXiv:math/0509586 Preprint, arXiv:math/0509586 [math.PR] (2005). MSC: 60G55 BibTeX Cite \textit{V. A. Gasanenko}, ``Limit raring proceses with apllication'', Preprint, arXiv:math/0509586 [math.PR] (2005) Full Text: arXiv
Gasanenko, V. A.; Roitman, A. B. Rarefaction of moving diffusion particles. (Russian, English) Zbl 1075.60066 Ukr. Mat. Zh. 56, No. 5, 691-694 (2004); translation in Ukr. Math. J. 56, No. 5, 835-839 (2004). MSC: 60H10 60J50 35R60 76R50 PDFBibTeX XMLCite \textit{V. A. Gasanenko} and \textit{A. B. Roitman}, Ukr. Mat. Zh. 56, No. 5, 691--694 (2004; Zbl 1075.60066); translation in Ukr. Math. J. 56, No. 5, 835--839 (2004) Full Text: DOI
Gasanenko, Vitalii A. On invariant sets for stochastic differential equations. (English) Zbl 1064.60134 Theory Stoch. Process. 9(25), No. 1-2, 60-64 (2003). MSC: 60H10 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Theory Stoch. Process. 9(25), No. 1--2, 60--64 (2003; Zbl 1064.60134)
Gasanenko, Vitalii A. On asymptotic independence of the exit moment and position from a small domain for diffusion processes. (English) Zbl 1030.60072 Cent. Eur. J. Math. 1, No. 1, 86-96 (2003). Reviewer: Shizan Fang (Dijon) MSC: 60J60 35K50 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Cent. Eur. J. Math. 1, No. 1, 86--96 (2003; Zbl 1030.60072) Full Text: DOI
Gasanenko, V. A. On the asymptotics of the sojourn probability of a Poisson process between two nonlinear boundaries that move away from one another. (English. Russian original) Zbl 0980.60072 Ukr. Math. J. 53, No. 1, 15-25 (2001); translation from Ukr. Mat. Zh. 53, No. 1, 14-22 (2001). MSC: 60G99 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ukr. Mat. Zh. 53, No. 1, 14--22 (2001; Zbl 0980.60072); translation from Ukr. Mat. Zh. 53, No. 1, 14--22 (2001) Full Text: DOI
Gasanenko, V. A. A total expansion of functional of exit time from a small ball for diffusion process. (English) Zbl 1420.60069 İstatistik 3, No. 3, 83-91 (2000). MSC: 60H10 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, İstatistik 3, No. 3, 83--91 (2000; Zbl 1420.60069) Full Text: Link
Gasanenko, Vitalij A. Wiener process in fine domain and perturbed Cauchy problem in the space of sequences. (English) Zbl 0988.60070 Theory Stoch. Process. 6(22), No. 1-2, 34-42 (2000). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 60J50 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Theory Stoch. Process. 6(22), No. 1--2, 34--42 (2000; Zbl 0988.60070)
Gasanenko, Vitalij A. Normed Poisson process in one-sided curvilinear boundary domain. (English) Zbl 0993.60077 Theory Stoch. Process. 5(21), No. 3-4, 64-71 (1999). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 60J50 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Theory Stoch. Process. 5(21), No. 3--4, 64--71 (1999; Zbl 0993.60077)
Gasanenko, V. A. Complete asymptotic decomposition of the sojourn probability of diffusion process in thin domains with moving boundaries. (English. Russian original) Zbl 0956.60082 Ukr. Math. J. 51, No. 9, 1303-1313 (1999); translation from Ukr. Mat. Zh. 51, No. 9, 1155-1164 (1999). MSC: 60J60 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ukr. Mat. Zh. 51, No. 9, 1155--1164 (1999; Zbl 0956.60082); translation from Ukr. Mat. Zh. 51, No. 9, 1155--1164 (1999)
Gasanenko, V. O. On certain exact relations for sojourn probabilities of a Wiener process. (English. Ukrainian original) Zbl 0956.60030 Ukr. Math. J. 51, No. 6, 942-947 (1999); translation from Ukr. Mat. Zh. 51, No. 6, 842-846 (1999). Reviewer: O.O.Kurchenko (Kyïv) MSC: 60G15 PDFBibTeX XMLCite \textit{V. O. Gasanenko}, Ukr. Mat. Zh. 51, No. 6, 842--846 (1999; Zbl 0956.60030); translation from Ukr. Mat. Zh. 51, No. 6, 842--846 (1999)
Gasanenko, V. A. A limit theorem for mixing processes subject to rarefaction. II. (English. Ukrainian original) Zbl 0945.60038 Ukr. Math. J. 50, No. 5, 685-696 (1998); translation from Ukr. Mat. Zh. 50, No. 5, 603-612 (1998). Reviewer: O.A.Voina (Kyïv) MSC: 60G55 60G10 60K20 90B22 90B25 60J65 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ukr. Mat. Zh. 50, No. 5, 603--612 (1998; Zbl 0945.60038); translation from Ukr. Mat. Zh. 50, No. 5, 603--612 (1998) Full Text: DOI
Gasanenko, V. A. A limit theorem for mixing processes subject to rarefaction. I. (English. Ukrainian original) Zbl 0945.60037 Ukr. Math. J. 50, No. 4, 533-538 (1998); translation from Ukr. Mat. Zh. 50, No. 4, 471-475 (1998). Reviewer: O.A.Voina (Kyïv) MSC: 60G55 60G10 60K20 90B22 90B25 60J65 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ukr. Mat. Zh. 50, No. 4, 471--475 (1998; Zbl 0945.60037); translation from Ukr. Mat. Zh. 50, No. 4, 471--475 (1998) Full Text: DOI
Gasanenko, V. A. The sums of stationary variables between two curvilinear boundaries. (English) Zbl 0935.60067 Mat. Stud. 9, No. 2, 211-218 (1998). MSC: 60J65 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Mat. Stud. 9, No. 2, 211--218 (1998; Zbl 0935.60067)
Gasanenko, V. A. Probability of containment of the Wiener process in tube-like region. (Ukrainian) Zbl 0889.60084 Ukr. Mat. Zh. 49, No. 7, 912-917 (1997). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60J65 60J50 60J35 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ukr. Mat. Zh. 49, No. 7, 912--917 (1997; Zbl 0889.60084) Full Text: DOI
Gasanenko, V. A. Small deviations of the solutions of SDE in tube-like regions. (Ukrainian) Zbl 0889.60081 Ukr. Mat. Zh. 49, No. 5, 638-650 (1997). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60J60 60H10 60J50 60J35 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ukr. Mat. Zh. 49, No. 5, 638--650 (1997; Zbl 0889.60081) Full Text: DOI
Gasanenko, V. A. Vitality of solutions of many-dimensional stochastic differential equations. (English. Ukrainian original) Zbl 0942.60048 Ukr. Math. J. 49, No. 10, 1485-1493 (1997); translation from Ukr. Mat. Zh. 49, No. 10, 1316-1323 (1997). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60H10 60G60 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ukr. Mat. Zh. 49, No. 10, 1316--1323 (1997; Zbl 0942.60048); translation from Ukr. Mat. Zh. 49, No. 10, 1316--1323 (1997) Full Text: DOI
Gasanenko, V. A. Probability for a Wiener process to reside in tube domains for a long period of time. (English. Ukrainian original) Zbl 0933.60082 Ukr. Math. J. 49, No. 7, 1023-1029 (1997); translation from Ukr. Mat. Zh. 49, No. 7, 912-917 (1997). MSC: 60J65 60J50 60J35 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ukr. Mat. Zh. 49, No. 7, 912--917 (1997; Zbl 0933.60082); translation from Ukr. Mat. Zh. 49, No. 7, 912--917 (1997) Full Text: DOI
Gasanenko, V. A. Small deviations of solutions of stochastic differential equations in tube domains. (English. Ukrainian original) Zbl 0932.60084 Ukr. Math. J. 49, No. 5, 708-723 (1997); translation from Ukr. Mat. Zh. 49, No. 5, 638-650 (1997). MSC: 60J60 60H10 60J50 60J35 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ukr. Mat. Zh. 49, No. 5, 638--650 (1997; Zbl 0932.60084); translation from Ukr. Mat. Zh. 49, No. 5, 638--650 (1997) Full Text: DOI
Gasanenko, V. The problem of a broken line. (English) Zbl 0925.90390 Z. Angew. Math. Mech. 76, Suppl. 3, 427-428 (1996). MSC: 90C99 PDFBibTeX XMLCite \textit{V. Gasanenko}, Z. Angew. Math. Mech. 76, 427--428 (1996; Zbl 0925.90390) Full Text: DOI
Gasanenko, V. A.; Ostapenko, V. V.; Protasov, I. V. The polygonal line problem. (Zadacha o lomanoj.) (Russian) Zbl 0879.41005 Prikladnye Matematicheskie Modeli. Kiev: Svitovid, 21 p. (1993). MSC: 41A29 26A99 PDFBibTeX XMLCite \textit{V. A. Gasanenko} et al., Zadacha o lomanoj (Russian). Kiev: Svitovid (1993; Zbl 0879.41005)
Gasanenko, V. A. Applications of thinning processes. (English) Zbl 0769.60041 Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. 11, 35-51 (1991). Reviewer: V.V.Kalashnikov (Moskva) MSC: 60G55 60K05 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. 11, 35--51 (1991; Zbl 0769.60041)
Gasanenko, V. A. The probability of duration of a Wiener process in moving boundaries on a large time interval. (Russian) Zbl 0728.60083 Stochastic systems and their applications, Collect. Sci. Works, Kiev, 17-23 (1990). Reviewer: P.Révész (Wien) MSC: 60J65 60G17 PDFBibTeX XML
Gasanenko, V. A. A Wiener process in a curvilinear strip. (English. Russian original) Zbl 0715.60100 Ukr. Math. J. 42, No. 4, 497-499 (1990); translation from Ukr. Mat. Zh. 42, No. 4, 561-563 (1990). MSC: 60J65 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ukr. Math. J. 42, No. 4, 497--499 (1990; Zbl 0715.60100); translation from Ukr. Mat. Zh. 42, No. 4, 561--563 (1990) Full Text: DOI
Gasanenko, V. A. A Wiener process in a curvilinear strip. (Russian) Zbl 0703.60076 Ukr. Mat. Zh. 42, No. 4, 561-563 (1990). Reviewer: D.Aissani MSC: 60J65 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ukr. Mat. Zh. 42, No. 4, 561--563 (1990; Zbl 0703.60076) Full Text: DOI
Gasanenko, V. A. The probability of stay of a homogeneous Poisson process in a tube domain. (Russian. English summary) Zbl 0693.60064 Dokl. Akad. Nauk Ukr. SSR, Ser. A 1989, No. 6, 6-8 (1989). Reviewer: Z.Rychlik MSC: 60J99 60G55 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Dokl. Akad. Nauk Ukr. SSR, Ser. A 1989, No. 6, 6--8 (1989; Zbl 0693.60064)
Gasanenko, V. A. Probability of stay of a Wiener process in a curvilinear strip. (Russian. English summary) Zbl 0692.60061 Dokl. Akad. Nauk Ukr. SSR, Ser. A 1989, No. 3, 5-7 (1989). Reviewer: D.Beyer MSC: 60J65 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Dokl. Akad. Nauk Ukr. SSR, Ser. A 1989, No. 3, 5--7 (1989; Zbl 0692.60061)
Gasanenko, V. A. Wiener process in a thin domain. (English. Russian original) Zbl 0665.60082 Ukr. Math. J. 40, No. 2, 193-196 (1988); translation from Ukr. Mat. Zh. 40, No. 2, 225-229 (1988). MSC: 60J65 60J55 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ukr. Math. J. 40, No. 2, 193--196 (1988; Zbl 0665.60082); translation from Ukr. Mat. Zh. 40, No. 2, 225--229 (1988) Full Text: DOI
Gasanenko, V. A. Wiener process in a thin domain. (Russian) Zbl 0644.60085 Ukr. Mat. Zh. 40, No. 2, 225-229 (1988). Reviewer: V.A.Gasanenko MSC: 60J65 60J55 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ukr. Mat. Zh. 40, No. 2, 225--229 (1988; Zbl 0644.60085) Full Text: DOI
Korolyuk, V. S. (ed.) [Bratijchuk, N. S.; Gasanenko, V. A.; Grikh, Z. A.; Gusak, D. V.; Tureniyazova, A. I.; Demenin, A. N.; Diesperova, M. M.; Dobrovol’skij, V. V.; Dukhovnyj, A. M.; Zhdanova, Yu. D.; Zaigraev, A. Yu.; Zayats, V. V.; Korolyuk, V. S.; Borovskikh, Yu. V.; Marushin, M. N.; Melyaeva, O.; Pratsevityj, N. V.; Svishchuk, A. V.; Solopko, I. O.; Turbin, A. F.; Novikov, M. M.; Cherenkov, A. P.; Yatsishin, Yu. V.] Asymptotic methods in the investigation of stochastic models. Collection of scientific works. (Asimptoticheskie metody v issledovanii stokhasticheskikh modelej. Sbornik nauchnykh trudov). (Russian) Zbl 0658.60005 Kiev: Institut Matematiki AN USSR. 147 p. R. 1.05 (1987). MSC: 60-06 00Bxx 62-06 60F17 60K15 60K25 60B15 62K05 PDFBibTeX XML
Gasanenko, V. A.; Ostapenko, V. V. Reliability of control in a linear differential game with fixed end time. (Russian) Zbl 0604.90147 Analytical methods in reliability theory, Collect. sci. Works, Kiev 1985, 27-31 (1985). Reviewer: A.V.Kryazhimskij MSC: 91A24 91A23 91A99 PDFBibTeX XML
Gasanenko, V. A. Probability of staying in symmetric domains for the Wiener process. (Russian) Zbl 0574.60086 Analytical methods in reliability theory, Collect. sci. Works, Kiev 1985, 20-26 (1985). Reviewer: S.Csörgö MSC: 60J65 PDFBibTeX XML
Gasanenko, V. A.; Odynskaya, T. M. On three optimality criteria for systems with a random parameter. (Russian) Zbl 0534.93067 Application of analytical methods in probability theory, Collect. sci. Works, Kiev 1983, 27-34 (1983). Reviewer: J.M.Stoyanov MSC: 93E20 49K45 93E03 60G99 PDFBibTeX XML
Gasanenko, V. A. Processes subject to rarefaction. (English. Russian original) Zbl 0534.60037 Ukr. Math. J. 35, 24-27 (1983); translation from Ukr. Mat. Zh. 35, No. 1, 27-30 (1983). Reviewer: St.P.Niculescu MSC: 60G05 60F05 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Ukr. Math. J. 35, 24--27 (1983; Zbl 0534.60037); translation from Ukr. Mat. Zh. 35, No. 1, 27--30 (1983) Full Text: DOI
Gasanenko, V. A.; Danil’chenko, V. E.; Ostapenko, V. V. Level control in a canal under random conditions and undetermined flow. (Russian) Zbl 0512.76016 Applied problems of probability theory, Collect. sci. Works, Kiev 1982, 20-24 (1982). MSC: 76B10 PDFBibTeX XML
Gasanenko, V. A. On thinning a semi-Markov process with a countable set of states. (English) Zbl 0459.60078 Theory Probab. Math. Stat. 22, 25-29 (1981). MSC: 60K15 60K20 PDFBibTeX XMLCite \textit{V. A. Gasanenko}, Theory Probab. Math. Stat. 22, 25--29 (1981; Zbl 0459.60078)
Gasanenko, V. O. On a flow of nondetected errors in the processing of a program. (Ukrainian) Zbl 0433.60097 Dopov. Akad. Nauk Ukr. RSR, Ser. A 1980, No. 7, 72-74 (1980). MSC: 60K30 60F15 68Q60 PDFBibTeX XMLCite \textit{V. O. Gasanenko}, Dopov. Akad. Nauk Ukr. RSR, Ser. A 1980, No. 7, 72--74 (1980; Zbl 0433.60097)
Gasanenko, V. A. On thinning semi-Markov process with countable set of states. (Russian) Zbl 0425.60081 Teor. Veroyatn. Mat. Stat. 22, 25-29 (1980). MSC: 60K15 PDFBibTeX XML
Anisimov, V. V.; Gasanenko, V. A. Controlled thinning flows. (Russian) Zbl 0383.60100 Kibernetika, Kiev 1978, No. 1, 119-122 (1978). MSC: 60K25 PDFBibTeX XMLCite \textit{V. V. Anisimov} and \textit{V. A. Gasanenko}, Kibernetika 1978, No. 1, 119--122 (1978; Zbl 0383.60100)