Makhno, Sergei Ya.; Mel’nik, Sergei A. Stochastic differential equation in a random environment. (English. Russian original) Zbl 1391.60142 J. Math. Sci., New York 231, No. 1, 48-69 (2018); translation from Ukr. Mat. Visn. 14, No. 3, 370-398 (2017). MSC: 60H10 60K37 PDFBibTeX XMLCite \textit{S. Ya. Makhno} and \textit{S. A. Mel'nik}, J. Math. Sci., New York 231, No. 1, 48--69 (2018; Zbl 1391.60142); translation from Ukr. Mat. Visn. 14, No. 3, 370--398 (2017) Full Text: DOI
Logachev, A. V.; Makhno, S. Ya. Stochastic equations with discontinuous jump functions. (Russian, English) Zbl 1399.60099 Mat. Tr. 20, No. 1, 128-144 (2017); translation in Sib. Adv. Math. 27, No. 4, 263-273 (2017). MSC: 60H10 60H05 PDFBibTeX XMLCite \textit{A. V. Logachev} and \textit{S. Ya. Makhno}, Mat. Tr. 20, No. 1, 128--144 (2017; Zbl 1399.60099); translation in Sib. Adv. Math. 27, No. 4, 263--273 (2017) Full Text: DOI
Makhno, S. Ya. Diffusion processes in a composite environment. (English. Ukrainian original) Zbl 1371.60139 Theory Probab. Math. Stat. 94, 137-149 (2017); translation from Teor. Jmovirn. Mat. Stat. 94, 130-142 (2016). MSC: 60J60 60H10 60J55 60J65 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Theory Probab. Math. Stat. 94, 137--149 (2017; Zbl 1371.60139); translation from Teor. Jmovirn. Mat. Stat. 94, 130--142 (2016) Full Text: DOI
Makhno, Sergei Y. One-dimensional stochastic equations in layered media with semi-permeable barriers. (English) Zbl 1347.60071 Random Oper. Stoch. Equ. 24, No. 3, 165-171 (2016). MSC: 60H10 60J60 60J55 60F05 PDFBibTeX XMLCite \textit{S. Y. Makhno}, Random Oper. Stoch. Equ. 24, No. 3, 165--171 (2016; Zbl 1347.60071) Full Text: DOI
Granovski, Yaroslav I.; Makhno, Sergei Ya. Homogenization of random functionals on solutions of stochastic equations. (English. Ukrainian original) Zbl 1342.60045 J. Math. Sci., New York 214, No. 2, 186-199 (2016); translation from Ukr. Mat. Visn. 12, No. 3, 335-362 (2015). MSC: 60F17 60F05 60H10 60G10 PDFBibTeX XMLCite \textit{Y. I. Granovski} and \textit{S. Ya. Makhno}, J. Math. Sci., New York 214, No. 2, 186--199 (2016; Zbl 1342.60045); translation from Ukr. Mat. Visn. 12, No. 3, 335--362 (2015) Full Text: DOI
Logachov, Artem V.; Makhno, Sergey Y. Large deviations for integrals of telegraph processes type. (English) Zbl 1285.60024 Random Oper. Stoch. Equ. 22, No. 1, 43-52 (2014). MSC: 60F10 60B10 PDFBibTeX XMLCite \textit{A. V. Logachov} and \textit{S. Y. Makhno}, Random Oper. Stoch. Equ. 22, No. 1, 43--52 (2014; Zbl 1285.60024) Full Text: DOI
Krykun, Ivan G.; Makhno, Sergei Ya. The Peano phenomenon for Itō equations. (English. Ukrainian original) Zbl 1279.60072 J. Math. Sci., New York 192, No. 4, 441-458 (2013); translation from Ukr. Mat. Visn. 10, No. 1, 87-109 (2013). MSC: 60H10 60F05 PDFBibTeX XMLCite \textit{I. G. Krykun} and \textit{S. Ya. Makhno}, J. Math. Sci., New York 192, No. 4, 441--458 (2013; Zbl 1279.60072); translation from Ukr. Mat. Visn. 10, No. 1, 87--109 (2013) Full Text: DOI
Kachanova, Irina A.; Makhno, Sergey Y. Large deviations for the backward stochastic differential equations. (English) Zbl 1277.60055 Random Oper. Stoch. Equ. 20, No. 3, 197-208 (2012). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60F10 34F05 60H10 35K59 PDFBibTeX XMLCite \textit{I. A. Kachanova} and \textit{S. Y. Makhno}, Random Oper. Stoch. Equ. 20, No. 3, 197--208 (2012; Zbl 1277.60055) Full Text: DOI
Budkov, D. S.; Makhno, S. Ya. Law of the iterated logarithm for solutions of stochastic equations. (English. Russian original) Zbl 1251.60027 Theory Probab. Math. Stat. 83, 47-57 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 39-48 (2010). MSC: 60F17 60F10 PDFBibTeX XMLCite \textit{D. S. Budkov} and \textit{S. Ya. Makhno}, Theory Probab. Math. Stat. 83, 47--57 (2011; Zbl 1251.60027); translation from Teor. Jmovirn. Mat. Stat. 83, 39--48 (2010) Full Text: DOI
Makhno, Sergey Ya.; Yerisova, Irina A. Limit theorems for backward stochastic equations. (English) Zbl 1224.60142 Theory Stoch. Process. 14, No. 2, 93-107 (2008). MSC: 60H10 60H20 PDFBibTeX XMLCite \textit{S. Ya. Makhno} and \textit{I. A. Yerisova}, Theory Stoch. Process. 14, No. 2, 93--107 (2008; Zbl 1224.60142)
Budkov, Dmitrii S.; Makhno, Sergey Ya. Functional iterated logarithm law for a Wiener process. (English) Zbl 1199.60202 Theory Stoch. Process. 13(29), No. 3, 22-28 (2007). MSC: 60H10 60H20 PDFBibTeX XMLCite \textit{D. S. Budkov} and \textit{S. Ya. Makhno}, Theory Stoch. Process. 13(29), No. 3, 22--28 (2007; Zbl 1199.60202)
Makhno, Sergey Ya. The limit stochastic equation changes type. (English) Zbl 1142.60367 Theory Stoch. Process. 11, No. 27, Part 3-4, 104-109 (2005). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Theory Stoch. Process. 11(27), No. 3--4, 104--109 (2005; Zbl 1142.60367)
Makhno, S. Ya. Preservation of the convergence of solutions of stochastic equations under the perturbation of their coefficients. (Russian. English summary) Zbl 1152.60333 Ukr. Mat. Visn. 1, No. 2, 244-258 (2004); translation in Ukr. Math. Bull. 1, No. 2, 251-264 (2004). MSC: 60H20 60H15 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Ukr. Mat. Visn. 1, No. 2, 244--258 (2004; Zbl 1152.60333); translation in Ukr. Math. Bull. 1, No. 2, 251--264 (2004)
Makhno, S. Ya. Limit theorem for one-dimensional stochastic equations. (English. Russian original) Zbl 1055.60060 Theory Probab. Appl. 48, No. 1, 164-169 (2003); translation from Teor. Veroyatn. Primen. 48, No. 1, 156-161 (2003). Reviewer: George Stoica (Saint John) MSC: 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Theory Probab. Appl. 48, No. 1, 164--169 (2003; Zbl 1055.60060); translation from Teor. Veroyatn. Primen. 48, No. 1, 156--161 (2003) Full Text: DOI
Makhno, S. Ya. A limit theorem for stochastic equations with the local time. (English. Ukrainian original) Zbl 0998.60058 Theory Probab. Math. Stat. 64, 123-127 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 106-109 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60H10 60F17 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Ĭmovirn. Mat. Stat. 64, 106--109 (2001; Zbl 0998.60058); translation from Teor. Jmovirn. Mat. Stat. 64, 106--109 (2001)
Makhno, Sergey Ya. Functional iterated logarithm law for stochastic equations. (English) Zbl 0976.60043 Stochastics Stochastics Rep. 70, No. 3-4, 221-239 (2000). Reviewer: Zdzislaw Rychlik (Lublin) MSC: 60F17 60F10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Stochastics Stochastics Rep. 70, No. 3--4, 221--239 (2000; Zbl 0976.60043) Full Text: DOI
Makhno, S. Ya. Convergence of solutions of one-dimensional stochastic equations. (English. Russian original) Zbl 0969.60062 Theory Probab. Appl. 44, No. 3, 495-510 (1999); translation from Teor. Veroyatn. Primen. 44, No. 3, 555-572 (1999). Reviewer: Andrew Olenko (Kyïv) MSC: 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Theory Probab. Appl. 44, No. 3, 495--510 (1999; Zbl 0969.60062); translation from Teor. Veroyatn. Primen. 44, No. 3, 555--572 (1999) Full Text: DOI
Makhno, Sergey Ya. On functional limit theorems for solutions of stochastic equations. (English) Zbl 0962.60009 Stochastic Processes Appl. 81, No. 2, 323-336 (1999). Reviewer: Jan Seidler (Praha) MSC: 60F10 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Stochastic Processes Appl. 81, No. 2, 323--336 (1999; Zbl 0962.60009) Full Text: DOI
Makhno, Sergej Ya. Stochastic equations with unbounded drift. (English) Zbl 0940.60081 Theory Stoch. Process. 4(20), No. 1-2, 211-221 (1998). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60H10 60F17 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Theory Stoch. Process. 4(20), No. 1--2, 211--221 (1998; Zbl 0940.60081)
Makhno, Sergey Ya. On properties of solutions of stochastic equations: Asymptotic normality and large deviations. (English) Zbl 0903.60022 Stochastics Stochastics Rep. 63, No. 3-4, 165-177 (1998). Reviewer: K.Wickwire (Bedford) MSC: 60F10 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Stochastics Stochastics Rep. 63, No. 3--4, 165--177 (1998; Zbl 0903.60022) Full Text: DOI
Makhno, S. Ya. Optimal control for a stochastic equation with a small parameter. (English. Ukrainian original) Zbl 0939.60052 Theory Probab. Math. Stat. 57, 115-121 (1998); translation from Teor. Jmovirn. Mat. Stat. 57, 109-115 (1997). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60H10 60G35 35K55 35K15 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Ĭmovirn. Mat. Stat. 57, 109--115 (1997; Zbl 0939.60052); translation from Teor. Jmovirn. Mat. Stat. 57, 109--115 (1997)
Makhno, Sergey Ya. Limit behaviour of solutions to stochastic equations. (English) Zbl 0933.60063 Theory Stoch. Process. 3(19), No. 3-4, 314-323 (1997). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60H10 60F17 60F10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Theory Stoch. Process. 3(19), No. 3--4, 314--323 (1997; Zbl 0933.60063)
Makhno, S. Ya. Iterated logarithm law for solutions of stochastic equations. (Russian) Zbl 0890.60058 Ukr. Mat. Zh. 48, No. 5, 650-655 (1996). Reviewer: A.A.Martynyuk (Kyïv) MSC: 60H20 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Ukr. Mat. Zh. 48, No. 5, 650--655 (1996; Zbl 0890.60058) Full Text: DOI
Makhno, S. Ya. The law of iterated logarithm for solutions of stochastic differential equations. (English. Russian original) Zbl 0932.60073 Ukr. Math. J. 48, No. 5, 725-741 (1996); translation from Ukr. Mat. Zh. 48, No. 5, 650.655 (1996). MSC: 60H20 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Ukr. Mat. Zh. 48, No. 5, 650--655 (1996; Zbl 0932.60073); translation from Ukr. Mat. Zh. 48, No. 5, 650.655 (1996) Full Text: DOI
Makhno, S. Ya. The law of iterated logarithm for solution of stochastic equations with periodic coefficients. (English. Russian original) Zbl 0879.60024 Math. Notes 59, No. 5, 557-559 (1996); translation from Mat. Zametki 59, No. 5, 771-773 (1996). Reviewer: A.Ya.Dorogovtsev (Kiev) MSC: 60F15 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Math. Notes 59, No. 5, 557--559 (1996; Zbl 0879.60024); translation from Mat. Zametki 59, No. 5, 771--773 (1996) Full Text: DOI
Makhno, S. Ya. Large deviations for solutions of stochastic equations. (English. Russian original) Zbl 0863.60052 Theory Probab. Appl. 40, No. 4, 660-678 (1995); translation from Teor. Veroyatn. Primen. 40, No. 4, 764-785 (1995). Reviewer: B.Grigelionis (Vilnius) MSC: 60H10 60G48 60F10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Veroyatn. Primen. 40, No. 4, 764--785 (1995; Zbl 0863.60052); translation from Teor. Veroyatn. Primen. 40, No. 4, 764--785 (1995)
Makhno, S. Ya. Asymptotic behavior of solutions of stochastic equations with periodic coefficients. (English) Zbl 0989.60058 Skorokhod, A. V. (ed.) et al., Exploring stochastic laws. Festschrift in honour of the 70th birthday of Academician Vladimir Semenovich Korolyuk. Utrecht: VSP. 285-291 (1995). Reviewer: Marek Capinski (Kraków) MSC: 60H10 60F10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, in: Exploring stochastic laws. Festschrift in honour of the 70th birthday of Academician Vladimir Semenovich Korolyuk. Utrecht: VSP. 285--291 (1995; Zbl 0989.60058)
Makhno, S. Ya. Limit theorems for solutions of stochastic equations with periodic coefficients. (English. Russian original) Zbl 0945.60027 Ukr. Math. J. 47, No. 2, 278-284 (1995); translation from Ukr. Mat. Zh. 47, No. 2, 236-241 (1995). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60F17 60G60 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Ukr. Mat. Zh. 47, No. 2, 236--241 (1995; Zbl 0945.60027); translation from Ukr. Mat. Zh. 47, No. 2, 236--241 (1995) Full Text: DOI
Makhno, S. Ya. Parabolic equations with a small parameter, and large deviations for diffusion processes. (English. Russian original) Zbl 0841.60045 Russ. Acad. Sci., Sb., Math. 83, No. 2, 331-346 (1995); translation from Mat. Sb. 185, No. 11, 41-56 (1994). MSC: 60H15 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Russ. Acad. Sci., Sb., Math. 83, No. 2, 41--56 (1994; Zbl 0841.60045); translation from Mat. Sb. 185, No. 11, 41--56 (1994) Full Text: DOI
Makhno, S. Ya. A theorem on large deviations for one class of diffusion processes. (English. Russian original) Zbl 0838.60024 Theory Probab. Appl. 39, No. 3, 437-447 (1994); translation from Teor. Veroyatn. Primen. 39, No. 3, 554-566 (1994). Reviewer: W.Bryc (Cincinnati) MSC: 60F10 60J60 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Veroyatn. Primen. 39, No. 3, 554--566 (1994; Zbl 0838.60024); translation from Teor. Veroyatn. Primen. 39, No. 3, 554--566 (1994)
Makhno, S. Ya. Parabolic equations with a small parameter and large deviations for diffusion processes. (Russian) Zbl 0838.60057 Mat. Sb. 185, No. 11, 41-56 (1994). Reviewer: S.Wedrychowicz (Rzeszów) MSC: 60H15 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Mat. Sb. 185, No. 11, 41--56 (1994; Zbl 0838.60057)
Makhno, S. Ya. On a class of parabolic equations with a small parameter. (Russian) Zbl 0887.35014 Dopov. Akad. Nauk Ukr. 1994, No. 1, 10-13 (1994). Reviewer: A.A.Martynyuk (Kyïv) MSC: 35B25 35K60 35K20 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Dopov. Akad. Nauk Ukr. 1994, No. 1, 10--13 (1994; Zbl 0887.35014)
Makhno, S. Ya. \(G\)-convergence of parabolic operators and weak convergence of solutions of diffusion equations. (English. Russian original) Zbl 0868.35043 Ukr. Math. J. 45, No. 11, 1727-1735 (1993); translation from Ukr. Mat. Zh. 45, No. 11, 1534-1541 (1993). Reviewer: M.Codegone (Torino) MSC: 35K15 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Ukr. Math. J. 45, No. 11, 1727--1735 (1993; Zbl 0868.35043); translation from Ukr. Mat. Zh. 45, No. 11, 1534--1541 (1993) Full Text: DOI
Makhno, S. Ya. Convergence of diffusion processes. (English. Russian original) Zbl 0787.60076 Ukr. Math. J. 44, No. 2, 249-254 (1992); translation from Ukr. Mat. Zh. 44, No. 2, 284-289 (1992). MSC: 60H20 60J60 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Ukr. Math. J. 44, No. 2, 249--254 (1992; Zbl 0787.60076); translation from Ukr. Mat. Zh. 44, No. 2, 284--289 (1992) Full Text: DOI
Makhno, S. Ya. The diffusion approximation for a class of random processes. (English. Russian original) Zbl 0835.60052 Theory Probab. Math. Stat. 46, 77-87 (1993); translation from Teor. Jmovirn. Mat. Stat. 46, 76-87 (1992). MSC: 60H10 60F17 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Theory Probab. Math. Stat. 46, 1 (1992; Zbl 0835.60052); translation from Teor. Jmovirn. Mat. Stat. 46, 76--87 (1992)
Makhno, S. Ya. Convergence of diffusion processes. II. (English. Russian original) Zbl 0786.60075 Ukr. Math. J. 44, No. 10, 1276-1282 (1992); translation from Ukr. Mat. Zh. 44, No. 10, 1389-1395 (1992). MSC: 60H10 60B10 60J60 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Ukr. Mat. Zh. 44, No. 10, 1389--1395 (1992; Zbl 0786.60075); translation from Ukr. Mat. Zh. 44, No. 10, 1389--1395 (1992) Full Text: DOI
Makhno, S. Ya. Convergence of diffusion processes. (Russian) Zbl 0757.60054 Ukr. Mat. Zh. 44, No. 2, 284-289 (1992). Reviewer: Nguyêñ Hôǹg Thái (Minsk) MSC: 60H20 60J60 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Ukr. Mat. Zh. 44, No. 2, 284--289 (1992; Zbl 0757.60054) Full Text: DOI
Makhno, S. Ya. On the behaviour of the solution of a stochastic equation with unbounded drift. (English. Russian original) Zbl 0718.60062 J. Sov. Math. 53, No. 1, 62-65 (1991); translation from Teor. Sluchajnykh Protsessov 14, 61-64 (1986). MSC: 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, J. Sov. Math. 53, No. 1, 62--65 (1991; Zbl 0718.60062); translation from Teor. Sluchajnykh Protsessov 14, 61--64 (1986) Full Text: DOI
Makhno, S. On convergence of solutions of stochastic equations. (English) Zbl 0777.60049 New trends in probability and statistics. Vol. 1, Proc. 23rd Bakuriani Colloq. in Honour of Yu. V. Prokhorov, Bakuriani/USSR 1990, 474-484 (1991). Reviewer: A.A.Dorogovtsev (Kiev) MSC: 60H10 60F05 PDFBibTeX XMLCite \textit{S. Makhno}, in: New trends in probability and statistics. Vol. 1. Proceedings of the XXIII Bakuriani colloquium in Honour of Yu. V. Prokhorov, Bakuriani, Georgia, 24 February - 4 March, 1990. Utrecht: VSP; Vilnius: Mokslas. 474--484 (1991; Zbl 0777.60049)
Makhno, S. Ya. Convergence of solutions of stochastic equations with perturbed coefficients. (English. Russian original) Zbl 0800.60027 Lin’kov, Yu. N. (ed.), Theory of random processes and its applications. Kiev: Naukova Dumka. 99-106 (1990). MSC: 60H20 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, in: Теория случайных процессов и ее приложения. Kiev: Naukova Dumka. 99--106 (1990; Zbl 0800.60027)
Makhno, S. Ya. On convergence of solutions of stochastic equations. (Russian) Zbl 0707.60049 Statistics and control of stochastic processes, Collect. Artic., Moskva, 138-142 (1989). Reviewer: D.Jaruskova MSC: 60H10 60F05 PDFBibTeX XML
Makhno, S. Ya. Weak convergence of solutions of stochastic equations. (English) Zbl 0744.60067 Statistics and control of stochastic processes. Vol. 2, Pap. Steklov Semin., Moscow/USSR 1985-86, Transl. Ser. Math. Eng., 207-223 (1989). Reviewer: M.Stolarczyk (Katowice) MSC: 60H10 60F05 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, in: Control of a diffusion process in a region with fixed reflection on the boundary. . 207--223 (1989; Zbl 0744.60067)
Makhno, S. Ya. Sufficient conditions for convergence of solutions of stochastic equations. (English. Russian original) Zbl 0793.60028 J. Sov. Math. 67, No. 4, 3216-3222 (1993); translation from Teor. Sluchajnykh Protsessov 16, 66-73 (1988). MSC: 60F10 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, J. Sov. Math. 67, No. 4, 1 (1988; Zbl 0793.60028); translation from Teor. Sluchajnykh Protsessov 16, 66--73 (1988) Full Text: DOI
Makhno, S. Ya. Sufficient conditions for convergence of solutions of stochastic equations. (Russian) Zbl 0674.60030 Teor. Sluchajnykh Protsessov 16, 66-73 (1988). Reviewer: A.Yu.Verennikov MSC: 60F10 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Sluch. Protsess. 16, 66--73 (1988; Zbl 0674.60030)
Makhno, S. Ya. On sufficient conditions for the convergence of solutions of stochastic equations. (English) Zbl 0686.60047 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 571-574 (1987). Reviewer: D.Beyer MSC: 60H10 60J60 PDFBibTeX XML
Makhno, S. Ya. On the behaviour of the solution of a stochastic equation with unbounded drift. (Russian) Zbl 0672.60062 Teor. Sluchajnykh Protsessov 14, 61-64 (1986). Reviewer: A.Ya.Dorogovtsev MSC: 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Sluch. Protsess. 14, 61--64 (1986; Zbl 0672.60062)
Makhno, S. Ya. Filtering of stochastic evolution equations. (English. Russian original) Zbl 0639.60050 Theory Probab. Math. Stat. 33, 75-86 (1986); translation from Teor. Veroyatn. Mat. Stat. 33, 68-79 (1985). MSC: 60G35 93E11 60H15 35G10 35K25 62M20 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Theory Probab. Math. Stat. 33, 75--86 (1986; Zbl 0639.60050); translation from Teor. Veroyatn. Mat. Stat. 33, 68--79 (1985)
Mahno, S. Ya. Estimation of parameters and control of systems with unknown parameters. (English) Zbl 0589.93060 Stochastic optimization, Proc. Int. Conf., Kiev/USSR 1984, Lect. Notes Control Inf. Sci. 81, 118-126 (1986). MSC: 93E10 93C05 93E20 PDFBibTeX XML
Makhno, S. Ya. Filtration of systems with distributed parameters. (Russian) Zbl 0623.60079 Teor. Sluchajnykh Protsessov 13, 61-67 (1985). Reviewer: M.P.Mokljacuk MSC: 60H15 60H10 93E11 93E20 93C20 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Sluch. Protsess. 13, 61--67 (1985; Zbl 0623.60079)
Makhno, S. Ya. Boundary value problems for stochastic partial differential equations. (Russian) Zbl 0623.60078 Teor. Sluchajnykh Protsessov 12, 48-56 (1984). Reviewer: R.Mikulevičius MSC: 60H15 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Sluch. Protsess. 12, 48--56 (1984; Zbl 0623.60078)
Makhno, S. Ya. The conditional Gauss property of random fields. (Russian) Zbl 0532.60046 Teor. Sluch. Protsess. 11, 69-78 (1983). Reviewer: Andrzej Korzeniowski (Arlington) MSC: 60G60 60J65 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Sluch. Protsess. 11, 69--78 (1983; Zbl 0532.60046)
Makhno, S. Ya. One-time correction of stochastic systems. (Russian) Zbl 0534.93066 Teor. Sluch. Protsess. 10, 54-58 (1982). Reviewer: S. Hrisanov MSC: 93E20 93C05 93C55 93C99 93E03 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Sluch. Protsess. 10, 54--58 (1982; Zbl 0534.93066)
Makhno, S. Ya. Estimation of the drift parameter of the unobservable component of partially observable random processes. (English) Zbl 0485.62090 Probl. Inf. Transm. 16, 282-285 (1981). MSC: 62M05 62M09 93E10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Probl. Inf. Transm. 16, 282--285 (1981; Zbl 0485.62090)
Makhno, S. Ya. The optimal control over systems with unknown paramters. (Russian) Zbl 0478.93067 Teor. Sluchajnykh Protsessov 9, 78-86 (1981). MSC: 93E20 60G15 60H10 93E11 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Sluch. Protsess. 9, 78--86 (1981; Zbl 0478.93067)
Mahno, S. Ja. Limit theorems for stochastic equations with partial derivatives. (English) Zbl 0478.60070 Stochastic differential systems, Proc. IFIP-WG 7/1 Work. Conf., Vilnius/Lith. 1978, Lect. Notes Control Inf. Sci. 25, 320-330 (1980). MSC: 60H15 60H20 60G60 PDFBibTeX XML
Makhno, S. Ya. An estimate of the drift parameter for the unobservable component of partly observable stochastic processes. (Russian) Zbl 0454.62079 Probl. Peredachi Inf. 16, No. 4, 36-40 (1980). MSC: 62M09 93E10 62M05 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Probl. Peredachi Inf. 16, No. 4, 36--40 (1980; Zbl 0454.62079)
Makhno, S. Ya. The averaging principle for stochastic partial differential equations. (Russian) Zbl 0437.60045 Teor. Sluch. Protsess. 8, 113-117 (1980). MSC: 60H15 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Sluch. Protsess. 8, 113--117 (1980; Zbl 0437.60045)
Makhno, S. Ya. Stochastic equations of the evolution type. (Russian) Zbl 0429.60061 Teor. Sluch. Protsess. 6, 101-107 (1978). MSC: 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Sluch. Protsess. 6, 101--107 (1978; Zbl 0429.60061)
Makhno, S. Ya. On weak solutions of stochastic differential equations. (English) Zbl 0433.60063 Theory Probab. Math. Stat. 13, 116-124 (1977). MSC: 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Theory Probab. Math. Stat. 13, 116--124 (1977; Zbl 0433.60063)
Makhno, S. Ya. On the existence and uniqueness of weak solutions of stochastic equations. (Russian) Zbl 0429.60063 Teor. Sluch. Protsess. 5, 68-76 (1977). MSC: 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Sluch. Protsess. 5, 68--76 (1977; Zbl 0429.60063)
Makhno, S. Ya. An estimate for the solution of a stochastic equation. (Russian) Zbl 0429.60062 Teor. Sluch. Protsess. 5, 63-68 (1977). MSC: 60H10 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Teor. Sluch. Protsess. 5, 63--68 (1977; Zbl 0429.60062)
Mahno, S. Ja. Die erste Randwertaufgabe für Integro-Differentialgleichungen. (Russian) Zbl 0369.60074 Teor. Sluch. Protsess. 4, 66-72 (1976). MSC: 60H10 45K05 PDFBibTeX XML
Mahno, S. Ja. About weak solutions of stochastic differential equations. (Russian) Zbl 0405.60065 Teor. Veroyatn. Mat. Stat. 13, 106-115 (1975). MSC: 60H10 PDFBibTeX XML
Mahno, S. Ja. Über die Existenz und Eindeutigkeit von Lösungen stochastischer Differentialgleichungen. (Russian) Zbl 0324.60048 Teor. Sluch. Protsess. 3, 72-80 (1975). MSC: 60H15 PDFBibTeX XML