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Information × Registration Number 0211U009001, 0106U005864 , R & D reports Title Analytik and stochastic methods of investigation of dynamic systems popup.stage_title Head Mishura Yuliya Stepanivna, Registration Date 13-05-2011 Organization Taras Shevchenko Kiev university popup.description2 The conditions of membership of the trajectories of random processes to Besov spaces, as well as evaluating the distances between the fractional Brownian motion and the space of Gaussian martingales, have been found. A computer simulation of random processes in space funding subgaussian random variables that approximate these processes with the required accuracy and reliability in various function spaces has been hold. Estimation adaptive algorithms has been researched and developed. Procedures for constructing optimal investor's strategies in the problem of European option sale within the Bayesian approach have been modified. Stable processes and fields in risk models have been investigated. Statistical estimation of parameters of random processes and fields in the spectral domain using information about the high order spectra has been worked out. Robust estimators of functionals of random fields have been found. Estimators of some functionals of random processes have been found and they are the solutions of stochastic differential equations with Wiener and fractional Brownian components. Product Description popup.authors Борисенко О.Д. Василик О.І. Зінченко Н.М. Карташов М.В. Кликавка Б.М. Козаченко Ю.В. Кукуш О.Г. Мішура Ю.С. Майборода Р.Є. Моклячук М.П. Оленко А.Я. Полосьмак О. Радченко В. Сахно Л.М. Семеновська Н.В. Шевченко Г.М. Шевчук І.О. Шкляр С.В. Ямненко Р.Є. Яневич Т.О. popup.nrat_date 2020-04-02 Close