G. I. Slyvka-Tylyshchak

zbMath Openslyvka-tylyshchak.g-iMaRDI QIDQ2897658

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The properties of generalized solutions of Cauchy problem for the heat equations with a random right part Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka i Informatyka	2024-09-09	Paper
Yuriy V. Kozachenko (in the occasion of 80th anniversary of his birthday) Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka i Informatyka	2024-09-09	Paper
Directions of scientific research Yu. V. Kozachenko: investigation of solutions of problems of mathematical physics with random factors. Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka i Informatyka	2024-09-09	Paper
Estimate of the rate of convergence in the central limit theorem for a sequence of series Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka i Informatyka	2024-09-09	Paper
Modeling of Gaussian stationary random process with unbounded spectrum using the theory of \(L_2(\Omega)\)-processes Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka i Informatyka	2024-09-09	Paper
scientific article; zbMATH DE number 6123176 (Why is no real title available?)	2013-01-08	Paper
Justification of application of the Fourier method to the problem of oscillation of rectangular membrane with random initial conditions from the Orlicz space Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka	2012-07-16	Paper
Construction of a model of solution of rectangular parallelepiped with random factors Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka	2012-07-16	Paper
scientific article; zbMATH DE number 5856042 (Why is no real title available?)	2011-02-22	Paper
Justification of the Fourier method for hyperbolic equation with random initial conditions from Orlicz space	2009-02-28	Paper

Research outcomes over time

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