Search academic texts

Information × Registration Number 0216U001366, 0113U003007 , R & D reports Title Stochastic evolutions in infinite-dimensional systems with complex local structures and their multifractal properties. popup.stage_title Head Kondratiev Yuri, Registration Date 16-02-2016 Organization M.Dragomanov National Pedagogical University popup.description2 In the project are studied Markov stochastic dynamics of complex systems in the continuum. For several models of such systems we obtained conditions for the existence and uniqueness of the dynamics, analyzed their stability and asymptotic behavior. In the mesoscopic scaling limits of stochastic dynamics are derived kinetic equations for densities and studied properties of corresponding solutions in detail. For non-Markov stochastic dynamics related to fractional Brownian motion are elaborated methods of statistical analysis and mixed stochastic differential equations. Obtained results applied to particular models of mathematical biology, ecology and mathematical finance. Product Description popup.authors Мішура Юлія Степанівна Ральченко Костянтин Володимирович Філоненко Денис Олегович Чаповський Юрій Аркадійович Шевченко Георгій Михайлович popup.nrat_date 2020-04-02 Close