Speciality:
01.01.05 (Probability theory and mathematical statistics)
Birth date:
22.01.1954
E-mail: ,
Keywords: stochastic processes,
local times,
stochastic integrals,
nondifferentiable functions.
Subject:
Some new properties of nondifferential function and stochastic properties were found. New various properties of local times for real functions and random processes were investigated. A new deterministic integral, which was similar to stochastic Stratonovich integral, were defined.
Main publications:
F.S. Nasyrov, “O lokalnykh vremenakh dlya funktsii i sluchainykh protsessov. I”, Teoriya veroyatn. i ee primen., 40:4 (1995), 798–812
F.S. Nasyrov, “O lokalnykh vremenakh dlya funktsii i sluchainykh protsessov. II”, Teoriya veroyatn. i ee primen., 41:2 (1996), 284–299
F.S. Nasyrov, “On continious local times for continious function and stochastic processes”, Journal of Math. Sciences-II, 89:5 (1998), 1524–1534
F.S. Nasyrov, “O predstavlenii nekotorykh klassov stokhasticheskikh integralov Ito v vide potraektornykh integralov Lebega”, Teoriya veroyatn. i ee primen., 44:2 (1999), 450–455
