The following pages link to Aleksandra Rodkina (Q1268081):
Displaying 50 items.
- A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations (Q272943) (← links)
- Coloured noise analysis of a phase-locked loop system: beyond Itô and Stratonovich stochastic calculi (Q286496) (← links)
- The limiting dynamics of a bistable molecular switch with and without noise (Q304043) (← links)
- (Q316374) (redirect page) (← links)
- Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation (Q316375) (← links)
- Difference equations of Ricker and logistic types under bounded stochastic perturbations with positive mean (Q316383) (← links)
- Stochastic difference equations with the Allee effect (Q325217) (← links)
- On difference equations with asymptotically stable 2-cycles perturbed by a decaying noise (Q356138) (← links)
- Analysis of autonomous Lotka-Volterra competition systems with random perturbation (Q412431) (← links)
- Convex regularization of local volatility models from option prices: convergence analysis and rates (Q412709) (← links)
- Stabilization of difference equations with noisy proportional feedback control (Q521483) (← links)
- Two classes of piecewise-linear difference equations with eventual periodicity six (Q596753) (← links)
- Stability analysis of recurrent neural networks with random delay and Markovian switching (Q607936) (← links)
- A behavioral characterization of the positive real and bounded real characteristic values in balancing (Q626801) (← links)
- Exponential ergodicity and regularity for equations with Lévy noise (Q655319) (← links)
- Subdominant behavior in positive semigroups. The case of a class of delay differential equations (Q675969) (← links)
- Relaxation properties of the mathematical model of the predator-prey problem (Q676810) (← links)
- (Q689491) (redirect page) (← links)
- On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals (Q689492) (← links)
- Simple stability criteria for systems with time-varying delays (Q705168) (← links)
- Optimal control for linear systems with time delay in control input (Q705927) (← links)
- Design of observers for a class of discrete-time uncertain nonlinear systems with time delay (Q705929) (← links)
- Full characterization on limitation of generalized delayed feedback control for discrete-time systems (Q707189) (← links)
- Preserving positivity in solutions of discretised stochastic differential equations (Q711313) (← links)
- A comparison between random and stochastic modeling for a SIR model (Q728521) (← links)
- Coexistence and exclusion of stochastic competitive Lotka-Volterra models (Q729901) (← links)
- Potential confinement property of the parabolic Anderson model (Q731740) (← links)
- Regularization of stochastic problems with respect to variables of different kinds (Q736028) (← links)
- Existence, extinction and global asymptotical stability of a stochastic predator-prey model with mutual interference (Q741383) (← links)
- Mean periodic solutions of a linear inhomogeneous first-order differential equation with random coefficients (Q742802) (← links)
- Solvability of equations of neutral type in different functional spaces (Q786308) (← links)
- Theory of equations of neutral type (Q791741) (← links)
- Foundation of the spectral approach in nonconservative problems of the theory of elastic stability (Q795212) (← links)
- Critical-point analysis for three-variable cancer angiogenesis models (Q814663) (← links)
- Periodic solutions of a nonautonomous periodic model of population with continuous and discrete time (Q817484) (← links)
- The stochastic Beverton-Holt equation and the M. Neubert conjecture (Q818888) (← links)
- Stabilization and optimal control of discrete-time systems with multiplicative noise and multiple input delays (Q826839) (← links)
- Noiseless regularisation by noise (Q832452) (← links)
- Stability analysis of stochastic Ricker population model, (Q850857) (← links)
- On delay-dependent stability for a class of nonlinear stochastic delay-differential equations (Q852070) (← links)
- On the renewal risk process with stochastic interest (Q855690) (← links)
- Random fixed point theorems for multivalued nonexpansive non-self-random operators (Q871341) (← links)
- On stochastic stabilization of difference equations (Q874390) (← links)
- On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term (Q880157) (← links)
- Almost sure stability of some stochastic dynamical systems with memory (Q934149) (← links)
- Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
- Non-life insurance mathematics. An introduction with the Poisson process (Q958476) (← links)
- An optimal investment strategy with maximal risk aversion and its ruin probability (Q1006559) (← links)
- Discrete fixed point theorems and their application to Nash equilibrium (Q1026959) (← links)
- Constrained stability and instability of polynomial difference equations with state-dependent noise (Q1030557) (← links)