Olga Aryasova

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
How to simulate Lévy flights in a steep potential: an explicit splitting numerical scheme Chaos	2026-04-02	Paper
Homogenization of a multivariate diffusion with semipermeable interfaces Journal of Theoretical Probability	2024-06-17	Paper
Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients Stochastic Analysis and Applications	2021-10-06	Paper
On exponential decay of a distance between solutions of an SDE with non-regular drift	2020-08-12	Paper
On exponential decay of a distance between solutions of an SDE with non-regular drift (available as arXiv preprint)	2020-08-12	Paper
A representation for the derivative with respect to the initial data of the solution of an SDE with a non-regular drift	2018-01-23	Paper
A representation for the derivative with respect to the initial data of the solution of an SDE with a non-regular drift (available as arXiv preprint)	2018-01-23	Paper
On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients Stochastics	2016-06-10	Paper
On differentiability of stochastic flow for a multidimensional SDE with discontinuous drift Electronic Communications in Probability	2014-09-29	Paper
On properties of a flow generated by an SDE with discontinuous drift Electronic Journal of Probability	2014-01-15	Paper
Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres Lithuanian Mathematical Journal	2013-12-05	Paper
On the strong uniqueness of a solution to singular stochastic differential equations Theory of Stochastic Processes	2012-07-16	Paper
On Brownian motion on the plane with membranes on rays with a common endpoint Random Operators and Stochastic Equations	2011-02-22	Paper
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes (available as arXiv preprint)	2011-02-22	Paper
On simultaneous hitting of membranes by two skew Brownian motions (available as arXiv preprint)	2011-02-22	Paper
One example of a random change of time that transforms a generalized diffusion process into an ordinary one	2009-08-08	Paper
One class of multidimensional stochastic differential equations not having the property of weak uniqueness of a solution	2007-12-16	Paper
scientific article; zbMATH DE number 2169732 (Why is no real title available?)	2005-05-20	Paper
scientific article; zbMATH DE number 2169712 (Why is no real title available?)	2005-05-20	Paper
The Wiener process on the plane with membranes located on two straight lines as an oblique product of two random processes of a module and a phase Neliniĭni Kolyvannya	2002-04-14	Paper
scientific article; zbMATH DE number 1535405 (Why is no real title available?)	2000-11-23	Paper
Homogenization of a multivariate diffusion with semipermeable interfaces (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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