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Found 89 Documents (Results 1–89)

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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About asymptotic behaviour of the mathematical expectation of the total energy of the harmonic oscillator with random perturbation. (Ukrainian. English summary) Zbl 1438.34205

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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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Asymptotic analysis of the mathematical expectation of the total energy of a harmonic oscillator under random pulse perturbation. (English. Ukrainian original) Zbl 1277.60073

Nonlinear Oscil., N.Y. 12, No. 3, 305-313 (2009); translation from Nelinijni Kolyvannya 12, No. 3, 299-306 (2009).
MSC:  60G35 60H10 34D10
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Convergence of a sequence of Markov chains to a diffusion type process. (Ukrainian, English) Zbl 1224.60174

Teor. Jmovirn. Mat. Stat. 78, 103-118 (2008); translation in Theory Probab. Math. Stat. 78, 115-131 (2009).
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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 of Itô’s stochastic differential equations. Textbook. (Invariantni mnozhyny stokhastychnykh differentsial’nyck rivnyan’ Ito. Navchal’nyj posibnyk.) (Ukrainian) Zbl 1019.60002

Kyïv: Vydavnycho-Poligrafichnyj Tsentr, Kyïvskyj Universytet. 91 p. (2002).
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On stabilization of energy of a conservative system perturbed by a random “white noise” type process in the Itô form. (English. Ukrainian original) Zbl 0998.60060

Ukr. Math. J. 53, No. 10, 1738-1746 (2001); translation from Ukr. Mat. Zh. 53, No. 10, 1429-1435 (2001).
MSC:  60H10
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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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On the phase portrait of a harmonic oscillator with friction perturbed by a random process of white noise type. (English. Russian original) Zbl 1002.34049

Math. Notes 68, No. 6, 730-736 (2000); translation from Mat. Zametki 68, No. 6, 862-869 (2000).
MSC:  34F05 34C15
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On convergence of solutions of stochastic diffusion equations with unlimited increasing drift coefficients on finite segments. (English) Zbl 0971.60060

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 241-247 (2000).
MSC:  60H10 60F05 34F05
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Qualitative analysis of systems of Itô stochastic differential equations. (English. Ukrainian original) Zbl 0971.60063

Ukr. Math. J. 52, No. 9, 1432-1438 (2000); translation from Ukr. Mat. Zh. 52, No. 9, 1251-1256 (2000).
MSC:  60H10 60J65 60J60
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Qualitative analysis of the influence of random perturbations of “white noise” type applied along the vector of phase velocity on a harmonic oscillator with friction. (English. Russian original) Zbl 0939.34032

Ukr. Math. J. 49, No. 1, 36-50 (1997); translation from Ukr. Mat. Zh. 49, No. 1, 35-46 (1997).
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On the asymptotic behavior of solutions of a certain class of one-dimensional Itô stochastic differential equations. (English. Ukrainian original) Zbl 0923.60072

Theory Probab. Math. Stat. 56, 97-105 (1998); translation from Teor. Jmovirn. Mat. Stat. 56, 96-104 (1997).
MSC:  60H10
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On necessary and sufficient conditions for convergence of homogeneous additive functionals of diffusion processes. (English) Zbl 1029.60516

Àrato, M. (ed.) et al., New trends in probability and mathematical statistics. Proceedings of the second Ukrainian-Hungarian conference, Mukachevo, Ukraine, September 25-October 1, 1992. Kiev: TViMS. Teor. Veroyatn. Mat. Stat./Probab. Theory Math. Stat. 2, 381-390 (1995).
MSC:  60H10 60J60
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Limit theorems for one-dimensional nonhomogeneous stochastic diffusion equations under irregular dependence of the coefficients on a parameter. (English. Russian original) Zbl 0715.60070

Ukr. Math. J. 42, No. 4, 383-390 (1990); translation from Ukr. Mat. Zh. 42, No. 4, 435-443 (1990).
MSC:  60H10
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