The following pages link to (Q3221125):
Displaying 50 items.
- Stability of self-adjusting stochastic dynamic systems with finite aftereffect and reference model (Q269142) (← links)
- On large deviations of coupled diffusions with time scale separation (Q317501) (← links)
- On dynamical systems perturbed by a null-recurrent fast motion: the continuous coefficient case with independent driving noises (Q325917) (← links)
- Optimal control in diffusion stochastic nonlinear functional-differential ITO equations with Markov parameters and external Markov switching (Q334251) (← links)
- Asymptotic methods in the theory of nonlinear stochastic oscillations (Q355469) (← links)
- Study of an S-I epidemic model with nonlinear incidence rate: Discrete and stochastic version (Q425436) (← links)
- On set-valued stochastic integrals and fuzzy stochastic equations (Q429355) (← links)
- Binary recurrent statistical experiments with persistent linear regression (Q460735) (← links)
- Stability in impulsive systems with Markov perturbations in averaging scheme. II. Averaging principle for impulsive Markov systems and stability analysis based on averaged equations (Q464841) (← links)
- Stability in impulsive systems with Markov perturbations in averaging scheme. III: Weak convergence of solutions of impulsive systems (Q464914) (← links)
- Analysis of oscillations in quasilinear stochastic dynamic hereditary systems (Q465969) (← links)
- Stability of stochastic dynamic random-structure systems with aftereffect and Markov switchings (Q465987) (← links)
- Mean square stability of the solutions of autonomous dynamic diffusion systems with finite aftereffect with regard for random factors (Q466385) (← links)
- Necessary conditions for optimality of stochastic systems with uncontrollable flow of failures and constraints of the equality and inequality type (Q544727) (← links)
- Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756) (← links)
- The Cauchy problem for a parabolic equation with coefficients of ``white noise'' type (Q756856) (← links)
- Stability of solutions of stochastic wave equations with the Bessel operator under Poisson perturbations (Q757999) (← links)
- A limit theorem for a class of stochastic integral equations (Q758001) (← links)
- Ito's formula for two-parameter stochastic integrals with respect to martingale measures (Q760964) (← links)
- Convergence of locally square integrable martingales to a continuous local martingale (Q764412) (← links)
- Mixing ``in the sense of Ibragimov''. Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. II (Q765384) (← links)
- Limiting behavior of an oscillatory system in the presence of random perturbations of the parameters of this system. II (Q808524) (← links)
- Stochastic problems of absolute stability (Q885769) (← links)
- On some smoothening effects of the transition semigroup of a Lévy process (Q891419) (← links)
- Analysis of fluctuations of a parametric vacuum tube oscillator with delayed feedback (Q891721) (← links)
- The functional law of iterated logarithm for Itô stochastic integrals (Q892106) (← links)
- Behavior of the second moment of the solution to the autonomous stochastic linear partial differential equation with random parameters in the right-hand side (Q895081) (← links)
- Fibering of solutions of Itô stochastic equations of the parabolic type with power-law nonlinearities (Q946106) (← links)
- Forecasting financial derivative prices (Q997463) (← links)
- Exponential ergodicity of the solutions to SDE's with a jump noise (Q1004409) (← links)
- Existence of the \(l\)-th moment of a solution to a stochastic functional-differential equation with the entire prehistory (Q1008311) (← links)
- Constructing the set of program controls with probability 1 for one class of stochastic systems (Q1040538) (← links)
- Stochastic differential equations with nonregular coefficients (Q1050001) (← links)
- Fibering method in some probabilistic problems (Q1061413) (← links)
- The weak limit of a martingale of rank one (Q1080550) (← links)
- Random oscillations in quasilinear systems of stochastic differential equations with delay (Q1083600) (← links)
- Influence of an exponentially correlated centered stationary process on oscillations of mechanical systems with one degree of freedom (Q1095496) (← links)
- Two methods of integration of the Kolmogorov-Fokker-Planck equations (Q1108097) (← links)
- A stochastic particle system: Fluctuations around a nonlinear reaction- diffusion equation (Q1108697) (← links)
- Random oscillations in quasilinear systems of stochastic integro-differential equations (Q1113531) (← links)
- A certain generalization of the law of the iterated logarithm (Q1117569) (← links)
- An approximation in the problem of controlling the shape of the region for a parabolic system (Q1180882) (← links)
- Criteria for practical stability in the \(p\)th mean of nonlinear stochastic systems (Q1194414) (← links)
- Averaging evolutionary equations perturbed by random processes with jumps (Q1198871) (← links)
- Asymptotic behavior of integral functionals of diffusion processes with periodic coefficients (Q1198876) (← links)
- Optimal control for a class of nonlinear stochastic hereditary systems (Q1262288) (← links)
- Stability of solutions of linear stochastic differential-difference equations with broken trajectories (Q1263881) (← links)
- Sufficient conditions for convergence of solutions of stochastic equations (Q1325510) (← links)
- Convergence of solutions of a class of two-parameter stochastic integral equations (Q1325520) (← links)
- Investigation of the Cauchy problem for stochastic partial differential equations (Q1343442) (← links)