×

Found 57 Documents (Results 1–57)

On the existence of the optimal control for stochastic functional differential equations subject to external disturbances. (English. Ukrainian original) Zbl 07879515

Cybern. Syst. Anal. 60, No. 3, 462-471 (2024); translation from Kibern. Sist. Anal. 60, No. 3, 141-151 (2024).
MSC:  49J55
PDFBibTeX XMLCite
Full Text: DOI

Mean-square stability and instability criteria for the Gikhman-Ito stochastic diffusion functional differential systems subject to external disturbances of the type of random variables. (English. Ukrainian original) Zbl 1518.34085

Cybern. Syst. Anal. 59, No. 2, 283-295 (2023); translation from Kibern. Sist. Anal. 59, No. 2, 122-135 (2023).
PDFBibTeX XMLCite
Full Text: DOI

Existence of the solution to the Cauchy problem for nonlinear stochastic partial differential-difference equations of neutral type. (English. Ukrainian original) Zbl 1475.60126

Cybern. Syst. Anal. 57, No. 5, 764-774 (2021); translation from Kibern. Sist. Anal. 57, No. 5, 108-119 (2021).
MSC:  60H15 60H10
PDFBibTeX XMLCite
Full Text: DOI

Stability of solution of the Ito-Skorokhod stochastic dynamic system of random structure with external random disturbances, Markov switching and all prehistory. (Ukrainian. English summary) Zbl 07909319

MSC:  60H10 49J55
PDFBibTeX XMLCite
Full Text: DOI

Necessary and sufficient conditions of stability in the quadratic mean of linear stochastic partial differential-difference equations subject to external perturbations of the type of random variables. (English. Russian original) Zbl 1452.60038

Cybern. Syst. Anal. 56, No. 2, 303-311 (2020); translation from Kibern. Sist. Anal. 2020, No. 2, 157-165 (2020).
MSC:  60H15
PDFBibTeX XMLCite
Full Text: DOI

Existence of Lyapunov-Krasovskii functionals for stochastic functional differential Ito-Skorokhod equations under the condition of solutions’ stability on probability with finite aftereffect. (English. Russian original) Zbl 1411.34111

Cybern. Syst. Anal. 54, No. 6, 957-970 (2018); translation from Kibern. Sist. Anal. 2018, No. 6, 119-133 (2018).
MSC:  34K50 34K20
PDFBibTeX XMLCite
Full Text: DOI

Stability of self-adjusting stochastic dynamic systems with finite aftereffect and reference model. (English. Russian original) Zbl 1333.93228

Cybern. Syst. Anal. 51, No. 6, 915-928 (2015); translation from Kibern. Sist. Anal. 2015, No. 6, 92-106 (2015).
MSC:  93E03 93E15
PDFBibTeX XMLCite
Full Text: DOI

Behavior of the second moment of the solution to the autonomous stochastic linear partial differential equation with random parameters in the right-hand side. (English. Russian original) Zbl 1327.60130

Cybern. Syst. Anal. 51, No. 1, 56-63 (2015); translation from Kibern. Sist. Anal. 2015, No. 1, 65-72 (2015).
MSC:  60H15
PDFBibTeX XMLCite
Full Text: DOI

Analysis of fluctuations of a parametric vacuum tube oscillator with delayed feedback. (English. Russian original) Zbl 1327.93362

Cybern. Syst. Anal. 51, No. 3, 400-409 (2015); translation from Kibern. Sist. Anal. 2015, No. 3, 90-99 (2015).
MSC:  93E03 93C15 60H10
PDFBibTeX XMLCite
Full Text: DOI

Mean square behavior of the strong solution of a linear non-autonomous stochastic partial differential equation with Markov parameters. (English. Russian original) Zbl 1327.60126

Cybern. Syst. Anal. 50, No. 6, 930-939 (2014); translation from Kibern. Sist. Anal. 2014, No. 6, 122-131 (2014).
MSC:  60H15 60J25
PDFBibTeX XMLCite
Full Text: DOI

Optimal linear filtering for systems of stochastic differential equations with Poisson perturbations. (English. Russian original) Zbl 1275.93059

Cybern. Syst. Anal. 48, No. 1, 31-38 (2012); translation from Kibern. Sist. Anal. 2012, No. 1, 33-39 (2012).
PDFBibTeX XMLCite
Full Text: DOI

Asymptotics of the state vector of delayed impulsive diffusion systems with Markov parameters. (English. Russian original) Zbl 1329.60183

Cybern. Syst. Anal. 47, No. 4, 571-585 (2011); translation from Kibern. Sist. Anal. 2011, No. 4, 79-94 (2011).
PDFBibTeX XMLCite
Full Text: DOI

Stability in impulsive systems with Markov perturbations in averaging scheme. III: Weak convergence of solutions of impulsive systems. (English. Russian original) Zbl 1349.34231

Cybern. Syst. Anal. 47, No. 3, 442-458 (2011); translation from Kibern. Sist. Anal. 2011, No. 3, 127-145 (2011).
MSC:  34F05 34C29 34D20 60B10 60J75 60H10 93E15
PDFBibTeX XMLCite
Full Text: DOI

Periodic solutions for a class of nonlinear hyperbolic evolution equations. (English. Russian original) Zbl 1184.49001

Cybern. Syst. Anal. 45, No. 5, 774-784 (2009); translation from Kibern. Sist. Anal. 2009, No. 5, 118-128 (2009).
MSC:  49J20 49J27 35L90
PDFBibTeX XMLCite
Full Text: DOI

Asymptotic behaviour of the solution of a linear stochastic differential-difference equation of neutral type. (Ukrainian, English) Zbl 1224.60050

Teor. Jmovirn. Mat. Stat. 79, 79-89 (2008); translation in Theory Probab. Math. Stat. 79, 89-100 (2009).
MSC:  60F15 60G44
PDFBibTeX XMLCite
Full Text: DOI

Analysis of stability of stochastic dynamic systems under Poisson perturbations. II: Stability of solutions in quadratic mean of systems of linear stochastic differential equations under Poisson perturbations. (English. Russian original) Zbl 1102.60053

Cybern. Syst. Anal. 41, No. 6, 832-846 (2005); translation from Kibern. Sist. Anal. 2005, No. 6, 50-66 (2005).
MSC:  60H10 93E15
PDFBibTeX XMLCite
Full Text: DOI

Stability analysis of stochastic dynamic systems under Poisson perturbations. I: General analysis of stability of solutions of stochastic differential equations under Poisson perturbations. (English. Russian original) Zbl 1101.60039

Cybern. Syst. Anal. 41, No. 4, 531-540 (2005); translation from Kibern. Sist. Anal. 2005, No. 4, 66-78 (2005).
MSC:  60H10 93E15
PDFBibTeX XMLCite
Full Text: DOI

On properties of the second moment of solutions of stochastic differential functional equations with varying coefficients. (Ukrainian, English) Zbl 1074.60070

Teor. Jmovirn. Mat. Stat. 70, 157-163 (2004); translation in Theory Probab. Math. Stat. 70, 177-184 (2005).
PDFBibTeX XMLCite

On the existence and uniqueness of solutions to stochastic neutral-type differential-functional equations with Poisson switching. (Ukrainian. English summary) Zbl 1026.60082

MSC:  60H25
PDFBibTeX XMLCite

Optimal linear filtering for Itô-Skorokhod stochastic dynamical systems. (Ukrainian) Zbl 1494.93122

Sergienko, I. V., Komp’yuterna matematyka. Optymizatsiya obchyslen’. Tom 1. Kiev: Natsional’naya Akademiya Nauk Ukrainy, Institut Kibernetiki im. V. M. Glushkova. 430-437 (2001).
MSC:  93E11 60H05
PDFBibTeX XMLCite

Estimates for the exponential decay of solutions of Itô-Skorokhod stochastic differential equations of neutral type with small deviation of the argument. (Ukrainian) Zbl 1494.34180

Sergienko, I. V., Komp’yuterna matematyka. Optymizatsiya obchyslen’. Tom 1. Kiev: Natsional’naya Akademiya Nauk Ukrainy, Institut Kibernetiki im. V. M. Glushkova. 423-429 (2001).
MSC:  34K50 60H20 34F05
PDFBibTeX XMLCite

Study of stability of a stochastic model of the “dangling spider” problem. III. (English. Russian original) Zbl 1022.60059

Cybern. Syst. Anal. 36, No. 6, 916-924 (2000); translation from Kibern. Sist. Anal. 2000, No. 6, 141-151 (2000).
MSC:  60H10 34K50 93E15
PDFBibTeX XMLCite
Full Text: DOI

Stability of solutions of stochastic functional differential equations with an infinite previous history and Poisson switchings. II. (English. Russian original) Zbl 1022.60058

Cybern. Syst. Anal. 36, No. 5, 699-721 (2000); translation from Kibern. Sist. Anal. 2000, No. 5, 78-103 (2000).
PDFBibTeX XMLCite
Full Text: DOI

Asymptotic behavior of solutions of pulse systems with small parameter and Markov switchings. I: Uniform boundedness of solutions. (English. Ukrainian original) Zbl 0942.60046

Ukr. Math. J. 48, No. 10, 1561-1573 (1996); translation from Ukr. Mat. Zh. 48, No. 10, 1375-1385 (1996).
MSC:  60H10
PDFBibTeX XMLCite
Full Text: DOI

Asymptotic behavior of solutions of pulse systems with small parameter and Markov switchings. II: Weak convergence of solutions. (English. Ukrainian original) Zbl 0942.60047

Ukr. Math. J. 48, No. 12, 1931-1946 (1996); translation from Ukr. Mat. Zh. 48, No. 12, 1708-1720 (1996).
MSC:  60H10
PDFBibTeX XMLCite
Full Text: DOI

On the stability of solutions of linear functional-differential equations with random perturbations of te parameters. (English. Russian original) Zbl 0293.34088

Ukr. Math. J. 25(1973), 338-343 (1974); translation from Ukr. Mat. Zh. 25, 409-415 (1973).
MSC:  34F05 34K20 60H10
PDFBibTeX XMLCite
Full Text: DOI

Filter Results by …

Document Type

all top 5

Year of Publication

all top 3

Main Field