scientific article

From MaRDI portal
Publication:3747398

zbMath0608.60001MaRDI QIDQ3747398

M. I. Portenko, Anatoli V. Skorokhod, Anatoly F. Turbin, Vladimir S. Korolyuk

Publication date: 1985


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (74)

Terminal invariance of stochastic diffusion systemsReconstruction of external actions under incomplete information in a linear stochastic equationProbabilistic model of threshold behavior in multiagent systemsOn asymptotics of the potential of a countable ergodic Markov chainExtending the theory of Liptser-Shiryaev filtersTerminal invariance of quasi-linear stochastic diffusion systems that are nonlinear in control variableFluctuations in the mass-action model for ligand-receptor bindingИсследование статистик графов ближайших соседейReconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinatesMethods of ellipsoidal filtration in nonlinear stochastic systems on manifoldsOn the stability of a linear system of difference equations with random parametersOptimal nonlinear recurrent finite memory filterUnnamed ItemA control problem under incomplete information for a linear stochastic differential equationOn extremal properties of mean values of continuous random variables and relations between themOptimization of quasilinear stochastic control-nonlinear diffusion systemsIntegrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionalsMoment characteristic method in the optimal control theory of diffusion-type stochastic systemsDynamical System Model with the use of Liouville Equation for Empirical Distribution Function DensitiesMultivariate data analysis based on the \(\omega_n^k\)-criteria and multilayer perceptronA guaranteed control problem for a linear stochastic differential equationSome algorithms for the improvement of time-varying controllers on an infinite time horizonUnnamed ItemAsymptotic properties of the corrected score estimator in the autoregressive model with measurement errorsAsymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\)Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systemsSmall deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)Cycle structure of random substitutions on the set of two-color elements. IV;Цикловая структура случайных подстановок на множестве двухцветных элементов. IVBrownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic meansDisorder indicator for nonstationary stochastic processesLarge deviations for distributions of sums of random variables: Markov chain methodPoisson random walks with alternating jumps and Newtonian mechanicsVerification of a stochastic diffusion gas modelМоделирование графов ближайших соседей для оценки вероятности независимости выборочных данных;Modeling of nearest neighbor graphs to estimate the probability of independence of dataМоделирование эволюции выборочных распределений случайных величин с помощью уравнения ЛиувилляAn approach to solving input reconstruction problems in stochastic differential equations: dynamic algorithms and tuning their parametersA remark on normalizations in a local large deviations principle for inhomogeneous birth-and-death processThe arctangent regression and the estimation of parameters of the Cauchy distributionMethods for determining the concentration of microdefects in stretchable material samplesRobustness of the algorithm of identification of the type of dynamic object found at the finite sequence of 2D background frames of the optoelectron deviceFractional and integer derivatives with continuously distributed lagOn guaranteed sample volume in the problem of estimating unknown probabilityUnnamed ItemAnalysis of empirical estimates obtained for Gibbs distribution parameters by the maximum likelihood methodHigh-accuracy control systems with singular perturbationsDynamic restoration of the unknown function in the linear stochastic differential equationMathematical problems in the theory of processor-sharing queueing systemsSufficient conditions for terminal invariance of stochastic jump diffusion systemsControllability of a linear dynamical system with random parametersOptimal continuous-discrete nonlinear finite memory filter with discrete predictionsInvariance of stochastic diffusion systemsTerminal invariance of jump diffusionsDynamic reconstruction of disturbances in a quasilinear stochastic differential equationContinuous finite-dimensional locally optimal filtering of jump diffusionsUnnamed ItemStatistical characteristics of attainability set of controllable systems with random coefficientsUpper-bound estimates for classifiers based on a dissimilarity functionOptimal structure of continuous nonlinear reduced-order Pugachev filterStudy of a stochastic model of the ``dangling spider problem with an infinite previous history and Poisson switchingsUnnamed ItemProblem of reconstructing a disturbance in a linear stochastic equation: the case of incomplete informationConvergence of estimators in the polynomial measurement error modelОценивание линейной регрессии на основе обобщенного метода наименьших модулейOn Fokker-Planck model for the Boltzmann collision integral at the moderate Knudsen numbersA local large deviation principle for inhomogeneous birth-death processesMathematical modeling of the mean concentration field in random stratified structures with regard for the jumps of sought function on the interfacesAveraging in the case of multiple invariant measures for the fast systemAdaptive recognition of a Markov binary signal of a linear system based on the Pearson type I distributionOptimal recurrent nonlinear filter of a large order for jump diffusion Markov signalsOn limit distributions emerging in the generalized Birnbaum-Saunders modelOptimization of stochastic jump diffusion systems nonlinear in the controlReconstruction problem with incomplete information for a quasilinear stochastic differential equationКритерии проверки гипотезы о наличии зашумленной функциональной зависимости между случайными двоичными векторами и битамиGaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for \( L^{p}\)-functionals, \(0<p<\infty\)




This page was built for publication: