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Information × Registration Number 0305U003495, 0101U002472 , R & D reports Title Development of the theory of random fields and dynamic systems on algebraic structures popup.stage_title Розробка моделей стохастичної динаміки в мікроекономічному аналізі, фінансах. Досл. кореляційної теорії випад. полів. Стат. аналіз та стат. моделювання процесів Маркова; стат. аналіз процесів ризику. Марковські моделі страхування життя. Мінімаксні оцінки невідомих значень похибок стохаст. процесів Head Mishura Yuliya Stepanivna, Registration Date 22-04-2005 Organization Taras Shevchenko Kiev university popup.description2 The methods for simulation of Gaussian processes with given reliability and accuracy are developed. The conditions for application of Fourier method to the equations of mathematical physics with the random initial conditions are found. The precise estimates of the error of approximation in Kotelnikov- Shannon theorem are obtained. The estimators of stability and ergodicity of quasihomogeneous semigroups are also obtained. The fundamental theorem of financial mathematics for market with bounded arbitrage is proved. The optimal investment strategy for insurance company, which invests in stocks of semimartingale type, is found. The estimates of ruin probability are improved.5635 Product Description popup.authors popup.nrat_date 2020-04-02 Close