The following pages link to B. V. Bondarev (Q464909):
Displayed 50 items.
- Estimating the unknown parameter in weak-signal systems (Q464911) (← links)
- Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company (Q465945) (← links)
- Some problems for Clark's model. II. A solution for Merton's portfolio problem (Q465988) (← links)
- Mixing ``in the sense of Ibragimov''. Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. II (Q765384) (← links)
- Exponential bounds in stochastic approximation procedures (Q915324) (← links)
- Averages in curvilinear boundaries of stochastic hyperbolic systems (Q919711) (← links)
- Stochastic approximation in ill-posed problems under random errors (Q923503) (← links)
- Kolmogorov statistic in the case of a piecewise-continuous distribution function (Q1116229) (← links)
- Averaging in parabolic systems subject to weakly dependent random actions. The \(L_ 2\)-approach (Q1174868) (← links)
- Estimates of probabilities of large deviations on problems of estimation of rated effects. I (Q1176942) (← links)
- Optimal solution control for a first-order partial stochastic differential equation (Q1280959) (← links)
- Diffusion approximation of normalized integrals of weakly dependent processes and its applications (Q1568092) (← links)
- Averagings in stochastic systems with dependence on the whole past (Q1813742) (← links)
- Averaging in parabolic systems, subjected to weakly dependent random perturbations. The \(L_ 1\)-approach (Q1814474) (← links)
- Large-deviation inequalities for parameter estimators in stochastic systems (Q1905132) (← links)
- Bernstein inequality under averaging of elliptic systems in periodic random media (Q1962271) (← links)
- Estimation of rated influence in parabolic systems. \(L_2\)-approach (Q1962280) (← links)
- A method to find a stabilizing control for an accumulation fund with functions of an insurance company (Q2247820) (← links)
- Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums (Q2263346) (← links)
- On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market (Q2452743) (← links)
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- On the ε-sufficient control in one merton problem with “physical” white noise (Q3076437) (← links)
- Mixing “In the sense of Ibragimov.” Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of wiener processes. Some applications. I (Q3076540) (← links)
- (Q3077414) (← links)
- (Q3077416) (← links)
- Estimation of Nonlinearity Parameter in Initial-Boundary Value Problems with Gaussian Perturbations (Q3135026) (← links)
- Averaging in parabolic systems subject to weakly dependent random actions. The L2-approach (Q3212078) (← links)
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- Averaging in hyperbolic systems subject to weakly dependent random perturbations (Q3362572) (← links)
- Functional law of iterated logarithm for normalized integrals of processes with weak dependence (Q3364902) (← links)