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Information × Registration Number 0213U002705, 0110U000192 , R & D reports Title Mathematical models of stochastic dynamical systems with Markov and semi-Markov disturbances popup.stage_title Head Yasynskyy Volodymyr Kyryllovych, Registration Date 05-02-2013 Organization Yuri Fedkovych Chernivtsi National University popup.description2 Subject of research are impulsive dynamical systems with Markov perturbations, stochastic systems with averaging, impulse diffusion systems, share price process models, pre-gaussian fractional processes. The content of scientific results are: - studied stochastic systems with averaging in the scheme of the diffusion approximation; - studied random evolution with locally independent increments on increasing time intervals; - investigate the asymptotic behavior of the state vector for impulse diffusion delay systems with Markov parameters; - proved the theorems on the convergence of the maximum probability of success in the task of quantile hedging model for the stock price process specified by the Brownian and fractional Brownian motion; - investigated estimates of the distribution of the supremum of pre-gaussian fractional processes; - apply the averaging principle for impulsive Markov systems and the analysis of stability in the averaged equations, theorems on weak convergence of solutions of impulsive systems. Product Description popup.authors Горбатенко Микола Юрійович Дарійчук Ілля Васильович Дорошенко Ірина Вікторівна Козаченко Юрій Васильович Королюк Володимир Семенович Курінна Світлана Іллівна Малик Ігор Володимирович Юрченко Ігор Валерійович popup.nrat_date 2020-04-02 Close