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Information × Registration Number 0216U003389, 0111U006561 , R & D reports Title Evolutionary systems: analytical study of transformations by the random fluctuation and statistical regularities popup.stage_title Head Mishura Yuliya Stepanivna, Registration Date 27-01-2016 Organization Taras Shevchenko Kiev university popup.description2 Object of research is the random processes and fields, stochastic differential equations, financial markets and risk processes. The purpose of the work is investigation of distributions of functionals of random processes; the development of methods for studying the asymptotic behavior of stopping times in diffusion models; strong approximation of stochastic differential equations with long memory; simulation of random processes; the development of new methods for estimation of parameters of evolution systems; the development of stochastic models in problems of actuarial mathematics. The methods of research are the analytical methods of probability theory and mathematical statistics and stochastic simulation methods. Asymptotic properties sre studied for functionals of integer positive powers of a periodogram constructed on the basis of weighted observations of a stationary process.The results of Research Laboratory are implemented in the educational process of Mechanics and Mathematics Faculty of Kyiv National Taras Shevchenko University. Stochastic Differential Equations, Banach space, discrete Markov chain, integral functional, asymptotic behaviour, sample survey, adaptive approach, filtration problem. Product Description popup.authors Борисенко О.Д. Василик О.І. Голомозий В.В. Зубченко В.П. Карташов М.В. Козаченко Ю.В. Кукуш О.Г. Мішура Ю.С. Майборода Р.Є. Моклячук М.П. Рагуліна О.Ю. Радченко В.М. Ральченко К.В. Сахно Л.М. Шевченко Г.М. Шевчук І.О. Шкляр С.В. Ямненко Р.Є. Яневич Т.О. popup.nrat_date 2020-04-02 Close