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Information × Registration Number 0222U001234, 0121U111201 , R & D reports Title Parameter estimation, hypothesis testing and forecasting in current stochastic models popup.stage_title Head Mishura Yuliia S., Доктор фізико-математичних наук Registration Date 25-01-2022 Organization Taras Shevchenko National University of Kyiv popup.description2 Research object – stochastic processes, stochastic differential equations, diffusion models with stochastic volatility, regression models. Purpose of work – investigation of statistical problems for a wide class of stochastic models with both discrete and continuous time and their applications in financial mathematics, biology and physics. Research methods – analytic methods of probability theory and mathematical statistics, methods of stochastic calculus, theory of stochastic processes, functional analysis, theory of partial differential equations, fractional calculus, computer modelling of stochastic processes. Main results of the research: The revision of the thyroid dosimetry system in Ukraine is described used new data. Recently available data are as follows: (i) revised ?131 thyroid activities derived from direct thyroid measurements done in May and June 1986 for 146,425 individuals; (ii) revised estimates of ?131 ground fallout density in each Ukrainian settlement; and (iii) estimates of age- and gender-specific thyroid masses for the Ukrainian population. About 99.8% of them received doses less than 5 Gy. The highest Oblast-average population-weighted thyroid doses were estimated for residents of Chernihiv (0.15 Gy), Kyiv (0.13 Gy) and Zhytomyr (0.12 Gy) Oblasts followed by Rivne (0.10 Gy) and Cherkasy (0.088 Gy) Oblasts, and Kyiv City (0.076 Gy). Thyroid doses estimated in this study for the entire Ukraine increased in comparison with a previous estimate by 2.6 times on average, and from 1.4 to 10 times for different Oblasts. The properties of a solution to the stochastic heat equation with fractional Brownian motion are studied, in particular, its stationarity and ergodicity in the multidimensional case are proved, an upper bound for the covariance function is obtained and its asymptotic behavior is investigated.  Product Description popup.authors Kukush Оleksandr G. Lohvynenko Stanislav S. Ralchenko Kostiantyn V. Chernova Oksana O. Shkliar Sergiy V. popup.nrat_date 2022-03-09 Close