01.01.05 (Probability theory and mathematical statistics)
Birth date:
22.01.1954
E-mail:
,
Keywords:
stochastic processes,
local times,
stochastic integrals,
nondifferentiable functions.
Subject:
Some new properties of nondifferential function and stochastic properties were found. New various properties of local times for real functions and random processes were investigated. A new deterministic integral, which was similar to stochastic Stratonovich integral, were defined.
Biography
Graduated from Faculty of Mathematics and Mechanics of Leningrad State University (LGU) in 1976 (department of probability and statitics). Ph.D. thesis was defended in 1976. D.Sc. thesis was defended in 2002. A list of my works contains more than 40 titles.
Main publications:
F.S. Nasyrov, “O lokalnykh vremenakh dlya funktsii i sluchainykh protsessov. I”, Teoriya veroyatn. i ee primen., 40:4 (1995), 798–812
F.S. Nasyrov, “O lokalnykh vremenakh dlya funktsii i sluchainykh protsessov. II”, Teoriya veroyatn. i ee primen., 41:2 (1996), 284–299
F.S. Nasyrov, “On continious local times for continious function and stochastic processes”, Journal of Math. Sciences-II, 89:5 (1998), 1524–1534
F.S. Nasyrov, “O predstavlenii nekotorykh klassov stokhasticheskikh integralov Ito v vide potraektornykh integralov Lebega”, Teoriya veroyatn. i ee primen., 44:2 (1999), 450–455
F. S. Nasyrov, “О сильных решениях стохастических дифференциальных уравнений и их потраекторных аналогов”, Mat. Tr., 23:2 (2020), 177–186
2017
2.
G. R. Kagirova, F. S. Nasyrov, “On an optimal filtration problem for one-dimensional diffusion processes”, Mat. Tr., 20:2 (2017), 35–51; Siberian Adv. Math., 28:3 (2018), 155–165
2016
3.
F. S. Nasyrov, “On integration of systems of stochastic differential equations”, Mat. Tr., 19:2 (2016), 158–169; Siberian Adv. Math., 27:3 (2017), 187–195
A. S. Asylgareev, F. S. Nasyrov, “Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations”, Sibirsk. Mat. Zh., 57:5 (2016), 969–977; Siberian Math. J., 57:5 (2016), 754–761
M. A. Abdullin, S. V. Meleshko, F. S. Nasyrov, “A new approach to the group analysis of one-dimensional stochastic differential equations”, Prikl. Mekh. Tekh. Fiz., 55:2 (2014), 5–13; J. Appl. Mech. Tech. Phys., 55:2 (2014), 191–198
M. A. Abdullin, N. S. Ismagilov, F. S. Nasyrov, “One dimensional stochastic differential equations: pathwise approach”, Ufimsk. Mat. Zh., 5:4 (2013), 3–16; Ufa Math. J., 5:4 (2013), 3–15
F. S. Nasyrov, E. V. Yureva, “On solutions of the first-order PDE with a multidimensional symmetric integral and their modelling”, Ufimsk. Mat. Zh., 4:2 (2012), 114–126
2011
8.
E. M. Asadullin, F. S. Nasyrov, “About filtering problem of diffusion processes”, Ufimsk. Mat. Zh., 3:2 (2011), 3–9; Ufa Math. J., 3:2 (2011), 3–9
F. S. Nasyrov, “Extended Tanaka Formula”, Ufimsk. Mat. Zh., 1:1 (2009), 69–76
2006
10.
F. S. Nasyrov, “Symmetric integrals and stochastic analysis”, Teor. Veroyatnost. i Primenen., 51:3 (2006), 496–517; Theory Probab. Appl., 51:3 (2007), 486–503
F. S. Nasyrov, “Function decompositions related to the Luzin $N$-property”, Sibirsk. Mat. Zh., 45:1 (2004), 178–188; Siberian Math. J., 45:1 (2004), 146–154
2002
12.
F. S. Nasyrov, “Symmetric Integrals and Their Application in Financial Mathematics”, Trudy Mat. Inst. Steklova, 237 (2002), 265–278; Proc. Steklov Inst. Math., 237 (2002), 256–269
F. S. Nasyrov, “On the representation of certain classes of stochastic Ito integrals in the form of pathwise Lebesgue integrals”, Teor. Veroyatnost. i Primenen., 44:2 (1999), 450–455; Theory Probab. Appl., 44:2 (2000), 404–409
1997
14.
F. S. Nasyrov, “Generalized Lebesgue decomposition of continuous functions”, Mat. Zametki, 61:3 (1997), 459–462; Math. Notes, 61:3 (1997), 376–379
F. S. Nasyrov, “On local times for functions and stochastic processes”, Teor. Veroyatnost. i Primenen., 41:2 (1996), 284–299; Theory Probab. Appl., 41:2 (1997), 275–287
F. S. Nasyrov, “On local times for functions and stochastic processes. I”, Teor. Veroyatnost. i Primenen., 40:4 (1995), 798–812; Theory Probab. Appl., 40:4 (1995), 702–713
F. S. Nasyrov, “On reflection of continuous functions and random processes having local times”, Teor. Veroyatnost. i Primenen., 40:3 (1995), 665–669; Theory Probab. Appl., 40:3 (1995), 563–567
1988
18.
P. M. Brusilovskii, F. S. Nasyrov, “On Bayesian solutions in ecologo-economic systems”, Avtomat. i Telemekh., 1988, no. 8, 69–74; Autom. Remote Control, 49:8 (1988), 1013–1016
1987
19.
F. S. Nasyrov, “Local Time Derivative with Respect to Space Variable for the Brownian Sheet”, Teor. Veroyatnost. i Primenen., 32:4 (1987), 712–721; Theory Probab. Appl., 32:4 (1987), 649–658
F. S. Nasyrov, “Iterated logarithm law for local times for a class of Gaussian processes”, Mat. Zametki, 35:6 (1984), 905–908; Math. Notes, 35:6 (1984), 475–477