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Publications in Math-Net.Ru
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A unified approach to stochastic evolution equations using the Skorokhod integral
Teor. Veroyatnost. i Primenen., 54:2 (2009), 288–303
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Passive scalar equation in a turbulent incompressible Gaussian velocity field
Uspekhi Mat. Nauk, 59:2(356) (2004), 105–120
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Fourier–Hermite expansions for nonlinear filtering
Teor. Veroyatnost. i Primenen., 44:3 (1999), 675–680
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On the mathematical theory of a hydromagnetic dynamo in a random flow
Dokl. Akad. Nauk SSSR, 293:6 (1987), 1311–1314
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Filtering, smoothing and prediction of degenerate diffusion processes. Backward equations
Teor. Veroyatnost. i Primenen., 28:4 (1983), 725–737
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Stochastic partial differential equations and diffusion processes
Uspekhi Mat. Nauk, 37:6(228) (1982), 75–95
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On the conditional distributions of the degenerate diffusion
processes
Teor. Veroyatnost. i Primenen., 25:1 (1980), 149–154
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Ito equations in Banach spaces and strongly parabolic stochastic partial differential equations
Dokl. Akad. Nauk SSSR, 249:2 (1979), 285–289
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Stochastic evolution equations
Itogi Nauki i Tekhniki. Ser. Sovrem. Probl. Mat., 14 (1979), 71–146
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On conditional distributions of diffusion processes
Izv. Akad. Nauk SSSR Ser. Mat., 42:2 (1978), 356–378
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Fundamental solutions of stochastic partial differential equations
and filtrations of diffusion processes
Uspekhi Mat. Nauk, 33:2(200) (1978), 197
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On the Cauchy problem for linear stochastic partial differential equations
Izv. Akad. Nauk SSSR Ser. Mat., 41:6 (1977), 1329–1347
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On stochastic partial differential equations
Mat. Sb. (N.S.), 96(138):2 (1975), 314–341
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Stochastic partial differential equations that arise in nonlinear filtering problems
Uspekhi Mat. Nauk, 27:3(165) (1972), 213–214
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On infinite order systems of stochastic differential equations arising in the theory of optimal non-linear filtering
Teor. Veroyatnost. i Primenen., 17:2 (1972), 228–237
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Sessions of the Petrovskii Seminar on differential equations and mathematical problems of physics
Uspekhi Mat. Nauk, 34:3(207) (1979), 221–226
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