scientific article; zbMATH DE number 3450674

zbMATH Open0287.34063MaRDI QIDQ4774845FDOQ4774845

Anatolii V. Skorokhod, Iosif I. Gikhman

Publication date: 1971

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Research exposition (monographs, survey articles) pertaining to ordinary differential equations (34-02)

Cited In (17)

• Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\)
• On investment consumption modeling with jump process extensions for productive sectors
• Infinite lattice systems of interacting diffusion processes, existence and regularity properties
• Time averages, recurrence and transience in the stochastic replicator dynamics
• The emergence of rational behavior in the presence of stochastic perturbations
• Existence of optimal stochastic controls under partial observation
• The long-run behavior of the stochastic replicator dynamics
• Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods
• Algorithmic solution of stochastic differential equations
• Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems
• The Wong-Zakai theorem for dynamical systems with parametric Poisson white noise excitation
• Population dynamics in presence of state dependent fluctuations
• Non-linear dynamics of systems coupled with external noise: some exact results
• From stochastic processes to the hydrodynamic equations
• Filtering of processes with independent increments
• A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability
• Existence, uniqueness, and stability of Fourier series solutions of stochastic wave equations with cubic nonlinearities in 3D

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