Zobrazeno 1 - 5
of 5
pro vyhledávání: '"E. V. Karachanskaya"'
Publikováno v:
Automatic Control and Computer Sciences. 55:941-948
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e95bc86d6baec96ce6ab0c9e90e6b2ba
https://doi.org/10.3103/s0146411621080046
https://doi.org/10.3103/s0146411621080046
Autor:
E. V. Karachanskaya
Publikováno v:
Journal of Mathematical Sciences. 248:67-79
In this paper, we suggest a new type of tasks for control theory for stochastic dynamical systems — programmed control with Probability 1 (PCP1). PCP1 is an application of an invariant theory. We use the PCP1 concept for dynamical processes describ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7ec5ff7f30c8940f1dd021fc497abca3
https://doi.org/10.1007/s10958-020-04856-4
https://doi.org/10.1007/s10958-020-04856-4
Autor:
E. V. Karachanskaya
Publikováno v:
Siberian Advances in Mathematics. 26:17-29
For the first time we present a complete proof (from the standpoint of stochastic analysis) of the generalized Ito–Venttsel’ formula whose ideas were adduced in [8]. The proposed proof is an approach to construct the generalized Ito–Venttsel’
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::62640553694003bb278145ca059ca7b7
https://doi.org/10.3103/s1055134416010028
https://doi.org/10.3103/s1055134416010028
Autor:
E. V. Karachanskaya
Publikováno v:
Siberian Advances in Mathematics. 25:191-205
We deduce an analog of the Ito–Venttsel’ formula for an Ito system of generalized stochastic differential equations (GSDE) with noncentered measure on the basis of a stochastic kernel of an integral invariant. We construct a system of GSDE whose
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0f797da1d73dd3f992907fbb9f675eaa
https://doi.org/10.3103/s1055134415030049
https://doi.org/10.3103/s1055134415030049
Autor:
E. V. Karachanskaya
Publikováno v:
Journal of Mathematical Sciences. 199:547-555
Based on the set of first integrals, we solve a programmed control problem for a nonlinear dynamic system with a random noise.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::38e34bce963a4269250bdae3cea389a7
https://doi.org/10.1007/s10958-014-1881-4
https://doi.org/10.1007/s10958-014-1881-4