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Publications in Math-Net.Ru
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Connection between discrete financial models and continuous models with Wiener and Poisson processes
Computer Research and Modeling, 15:3 (2023), 781–795
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Stochastic equations and equations for probabilistic characteristics of processes with damped jumps
Bulletin of Irkutsk State University. Series Mathematics, 45 (2023), 73–88
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Equations related to stochastic processes: semigroup approach and Fourier transform
CMFD, 67:2 (2021), 324–348
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Semigroups of operators related to stochastic processes in an extension of the Gelfand-Shilov classification
Trudy Inst. Mat. i Mekh. UrO RAN, 27:4 (2021), 74–87
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Forward and backward equations for the probability characteristics of Levy type processes in spaces of distributions
Trudy Inst. Mat. i Mekh. UrO RAN, 26:2 (2020), 68–78
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The connection between infinite-dimensional stochastic problems and problems for probabilistic characteristics
Trudy Inst. Mat. i Mekh. UrO RAN, 23:3 (2017), 191–205
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Construction of models in the form of stochastic Cauchy problems
Trudy Inst. Mat. i Mekh. UrO RAN, 22:4 (2016), 94–101
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Generalized solutions for stochastic problems in the Ito form in Gelfand–Shilov spaces
Vestn. Yuzhno-Ural. Gos. Un-ta. Ser. Matem. Mekh. Fiz., 8:2 (2016), 5–13
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