Zobrazeno 1 - 10
of 32
pro vyhledávání: '"I. V. Melnikova"'
Autor:
I. V. Melnikova, V. A. Bovkun
Publikováno v:
Известия Иркутского государственного университета: Серия "Математика", Vol 45, Iss 1, Pp 73-88 (2023)
Processes such as shot noise are an adequate tool for modeling discontinuous random processes with a damping effect. Such processes arise in various fields of physics, technology and human activity, including the field of finance. They allow to simul
Externí odkaz:
https://doaj.org/article/3990ad4b5c244463842f54d3b26687d2
Autor:
I. V. Melnikova, U. A. Alekseeva
Publikováno v:
Mathematical Notes. 104:886-899
Two approaches to systems of linear partial differential equations are considered: the traditional approach based on the generalized Fourier transform and the semigroup approach, under which the system is considered as a particular case of an operato
Autor:
I. V. Melnikova, M. A. Alshanskiy
Publikováno v:
Siberian Mathematical Journal. 58:1052-1066
Under study is a stochastic operator-differential equation with multiplicative noise in the space of Hilbert-valued generalized random variables. Existence and uniqueness of solutions to the Cauchy problem are proved for the case of an unbounded oper
Autor:
M. A. Alshanskiy, I. V. Melnikova
Publikováno v:
Journal of Mathematical Sciences. 218:395-429
Autor:
I. V. Melnikova, M. A. Alshanskiy
Publikováno v:
Doklady Mathematics. 94:369-373
Stochastic Ito equations with additive and multiplicative noise in separable Hilbert spaces are studied by reducing them to differential-operator equations in spaces of generalized Hilbert space-valued random variables. Results on the existence and u
Publikováno v:
IOP Conference Series: Materials Science and Engineering. 456:012069
Autor:
I. V. Melnikova
Publikováno v:
Differential Equations
In various distribution spaces, we study the Cauchy problem for the equation u′(t) = Au(t)+BW(t), t ≥ 0, with a singular white noise W and an operator A generating various regularized semigroups in a Hilbert space. Depending on the properties of
Autor:
I. V. Melnikova, U. A. Alekseeva
Publikováno v:
Doklady Mathematics
Autor:
I. V. Melnikova
Publikováno v:
Doklady Mathematics. 79:408-411
Autor:
A. Filinkov, I. V. Melnikova
Publikováno v:
Journal of Mathematical Sciences. 149:1567-1579
The first-order abstract Cauchy problem with additive white noise and generator of an R-semigroup in a Hilbert space H is investigated. A generalized solution in spaces of H-valued stochastic distributions is constructed and the main characteristics