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0416U000567,
к.ф.-м.н.
29-02-2016
o
Rates of convergence in limit theorems for additive and multiplicative functionals
Ganychenko Iurii Valeriyovych,
popup.head Kulik Alexei Myhailovych
popup.opponent Кнопов Павло Соломонович
popup.opponent Осипчук Михайло Михайлович
Встановлено оцінки точності апроксимації інтегральних функціоналів з нерегулярними та сингулярними ядрами від марковських процесів. У випадку обмеженого нерегулярного ядра інтегрального функціоналу отримано оцінки точності сильної та слабкої апроксимації таких функціоналів інтегральними сумами для достатньо широкого класу процесів Маркова. У випадку сингулярного ядра інтегрального функціоналу отримано оцінки точності дискретизації локального часу багатовимірного дифузійного процесу.
2016-02-29
2020-04-03
Updated: 2025-12-07
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