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Found 458 Documents (Results 1–100)

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Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. (English) Zbl 07510840

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Models of stochastic dynamics of development of industrial enterprises with lagging internal and external investments. (Russian. English summary) Zbl 07499970

MSC:  90B30 60H30
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A mesh free stochastic algorithm for solving diffusion-convection-reaction equations on complicated domains. (English. Russian original) Zbl 1432.65158

Dokl. Math. 98, No. 2, 435-438 (2018); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 482, No. 2, 142-145 (2018).
MSC:  65M70 35K57
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Initial boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. I. (English. Russian original) Zbl 06823440

Theory Probab. Appl. 61, No. 4, 632-648 (2017); translation from Teor. Veroyatn. Primen. 61, No. 4, 733-752 (2016).
MSC:  35-XX 65-XX
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Markov dynamics on the dual object to the infinite-dimensional unitary group. (English) Zbl 1388.60134

Sidoravicius, V. (ed.) et al., Probability and statistical physics in St. Petersburg. St. Petersburg School Probability and Statistical Physics, St. Petersburg State University, St. Petersburg, Russia, June 18–29, 2012. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-2248-6/hbk; 978-1-4704-2883-9/ebook). Proceedings of Symposia in Pure Mathematics 91, 373-394 (2016).
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Two types of surface measures on trajectories in Riemannian submanifolds of Euclidean spaces. (English. Russian original) Zbl 1243.28002

Dokl. Math. 83, No. 1, 45-48 (2011); translation from Dokl. Akad. Nauk 436, No. 2, 174-178 (2011).
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