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Information × Registration Number 0215U009218, 0113U003245 , R & D reports Title Stability and control of stochastic dynamical systems with semi-Markov switchings popup.stage_title Head Yasynskyy Volodymyr Kyryllovych, Registration Date 02-12-2015 Organization Yuri Fedkovych Chernivtsi National University popup.description2 The problem of stability by first approximation and conditions of optimal control are investigated for systems, which are described by the stochastic functional differential equations with constant delay, given by the Markov parameters (both internal and external). The existence and uniqueness of the solutions of stochastic partial differential equations with end-effect and found necessary and sufficient conditions for the stability of linear stochastic differential-difference equations in partial derivatives with end-effect, taking into account the external random disturbances. It solved the problem of the diffusion approximation for semi-Markov evolution in terms of balance, if there is a point of equilibrium and provided centering averaged evolution. We solved the problem of large deviations for a semi-Markov random evolution: a nonlinear oscillator is investigated and the space of test functions is obtained. We prove the weak convergence of sequences of measure-valued processes, which describe the evolution of the particle in the model of voting, as well as a measure valued processes defined by the processes of heavy particles diffuse. Markov property is proved for the systems of particles and the generator systems is found for heavy particles. It is found the estimate of the distribution of the supremum on R for stochastic processes of such spaces. The class of phi-subgauss random processes is described with the help of queuing theory. It is calculated estimates for the distribution of the supremum of normalized solutions of hyperbolic equations of mathematical physics, which would be useful for modeling; establish conditions for the existence of solutions in the case when the right-hand side of the heat equation is a random field, such as continuous with probability 1 from the space Lp. It is found the estimate of the distribution of the supremum of solutions of such equations. Estimates of the distribution of some functional Orlicz spaces are obtained. It is studied in detail the quadratic Gaussian stochastic processes. It is obtained the estimates of the distribution of some functionals of quadratic Gaussian stochastic process. Product Description popup.authors Антонюк Світлана Володимирівна Козаченко Юрій Васильович Конаровський Віктор Васильович Курінна Світлана Іллівна Малик Ігор Володимирович Мусурівський Віктор Іванович Юрченко Ігор Валерійович popup.nrat_date 2020-04-02 Close