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Information × Registration Number 0211U001111, 0106U001121 , R & D reports Title Analytic and asymptotic methods for investigating complicated stochastic systems popup.stage_title Head Portenko Mykola Ivanovich, Доктор фізико-математичних наук Registration Date 18-01-2011 Organization Institute of mathematics NAS of Ukraine popup.description2 Local and global behaviour of complicated stochastic systems describing the real phenomena in physics, biology, economics, theory of the finance is investigated in the work. The mathematical models of the diffusion in the medias with a membrane are constructed, some new problems of a filtration of stochastic processes are researched, large deviations of measure-valued processes are obtained, the partial calculus of variation is developed, the joint behaviour of decisions of stochastic differential equations is researched. Product Description popup.authors Ізюмцева Ольга Леонідівна Гусак Дмитро Васильович Дороговцев Андрій Анатолійович Каданков Віктор Федорович Каратаєва Тетяна Валеріївна Кулик Олексій Михайлович Пилипенко Андрій Анатолійович Руденко Олексій Володимирович Рябова Наталія Федорівна popup.nrat_date 2020-04-02 Close
R & D report
Head: Portenko Mykola Ivanovich. Analytic and asymptotic methods for investigating complicated stochastic systems. (popup.stage: ). Institute of mathematics NAS of Ukraine. № 0211U001111
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