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Information × Registration Number 0210U001687, 0109U004285 , R & D reports Title Asymptotical behaviour of stochastic flows, part 2 "Limit theorems for flows with singularities" popup.stage_title Head Dorogovtsev Andrey Anatolyevich, Доктор фізико-математичних наук Registration Date 18-03-2010 Organization Institute of mathematics NAS of Ukraine popup.description2 A Browninan motion on the plane with halftransparent membranes concentrated on several rays with common vertex is built. Neccesary and sufficient conditions of inversness are obtained. For stochastic flow generated by stochastic differential equation with reflection with Lipschitz coefficients a Sobolev differentiability by initial data is proved. For Ornstein-Uhlenbeck processes with Levy noise the asymptotic of the density of invariant distribution is stated and spectral properties are poved. Product Description popup.authors Ізюмцева Ольга Леонідівна Будков Дмитро Сергійович Качанова Ірина Олександрівна Конаровський Віталій Васильович Крикун Іван Григорович Кулик Олексій Михайлович Логачов Артем Васильович Махно Сергій Якович Мельник Сергій Анатолійович Пилипенко Андрій Юрійович Рябов Георгій Валентинович Самойленко Анатолій Михайлович popup.nrat_date 2020-04-02 Close
R & D report
Asymptotical behaviour of stochastic flows, part 2 "Limit theorems for flows with singularities"
Head: Dorogovtsev Andrey Anatolyevich. Asymptotical behaviour of stochastic flows, part 2 "Limit theorems for flows with singularities". (popup.stage: ). Institute of mathematics NAS of Ukraine. № 0210U001687
1 documents found

Updated: 2026-03-24


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