|
|
1989, Volume 45
|
 |
|
 |
Probability theory – 3
This book is cited in the following Math-Net.Ru publications:
- О сильных решениях стохастических дифференциальных уравнений и их потраекторных аналогов
F. S. Nasyrov
Mat. Tr., 2020, 23:2, 177–186 - Optimal Control of Stochastic Systems with Impulses Generated by Erlang Flow of Events
K. A. Rybakov
Program Systems: Theory and Applications, 2013, 4:2, 3–20 - Spectral method for stochastic systems with discontinuous trajectories described by random mixture of erlang distributions
A. S. Kozhevnikov, K. A. Rybakov
UBS, 2013, 45, 47–71 - Analyzing nonlinear stochastic control systems in the class of generalized characteristic functions
A. V. Panteleev, K. A. Rybakov
Avtomat. i Telemekh., 2011:2, 183–194 - Synthesis of optimal nonlinear stochastic control systems by the spectral method
A. V. Panteleev, K. A. Rybakov
Inform. Primen., 2011, 5:2, 69–81 - Solution of one class of systems of stochastic differential equations
O. V. Zakharova
Izv. Vyssh. Uchebn. Zaved. Mat., 2009:6, 3–9 - Analysis of hidden Markov models states generated by special jump processes
A. V. Borisov
Teor. Veroyatnost. i Primenen., 2006, 51:3, 589–600 - Passive scalar equation in a turbulent incompressible Gaussian velocity field
S. V. Lototskii, B. L. Rozovskii
Uspekhi Mat. Nauk, 2004, 59:2(356), 105–120 - The Pricing of an Option That Is a Combination of Russian and Integral Russian Options
O. A. Glonti
Trudy Mat. Inst. Steklova, 2002, 237, 279–289 - Stochastic differential equations: singularity of coefficients, regression models, and stochastic approximation
A. V. Melnikov
Uspekhi Mat. Nauk, 1996, 51:5(311), 43–136 - Infinite-dimensional analysis and quantum theory as semimartingale calculus
A. I. Kirillov
Uspekhi Mat. Nauk, 1994, 49:3(297), 43–92 - Functionals of random processes and infinite-dimensional oscillatory integrals connected with them
V. I. Bogachev
Izv. RAN. Ser. Mat., 1992, 56:2, 243–278
|
|
Contact us: