Degenerate Parabolic Systems of the Diffusion Type with Inertia.

Autor: Malytska, H. P.¹ (AUTHOR), Burtnyak, I. V.¹ (AUTHOR) bvanya@meta.ua

Publikováno v: Journal of Mathematical Sciences. Sep2020, Vol. 249 Issue 3, p355-368. 14p.

Application of the spectral theory and perturbation theory to the study of Ornstein-Uhlenbeck processes

Autor: Burtnyak, I. V., Malytska, H. P.

Publikováno v: Carpathian Mathematical Publications; Vol 10, No 2 (2018); 273-287
Карпатские математические публикации; Vol 10, No 2 (2018); 273-287
Карпатські математичні публікації; Vol 10, No 2 (2018); 273-287

The theoretical bases of this paper are the theory of spectral analysis and the theory of singular and regular perturbations. We obtain an approximate price of Ornstein-Uhlenbeck double barrier options with multidimensional stochastic diffusion as ex

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=vasylstefany::53d904f8bf0722b9e33ea314c97b260b
http://journals.pu.if.ua/index.php/cmp/article/view/3397

Pointwise stabilization of the Poisson integral for the diffusion type equations with inertia

Autor: Malytska, H. P., Burtnyak, I. V.

Publikováno v: Carpathian Mathematical Publications; Vol 8, No 2 (2016); 279-283
Карпатские математические публикации; Vol 8, No 2 (2016); 279-283
Карпатські математичні публікації; Vol 8, No 2 (2016); 279-283

In this paper we consider the pointwise stabilization of the Poisson integral for the diffusion type equations with inertia in the case of finite number of parabolic degeneracy groups. We establish necessary and sufficient conditions of this stabiliz

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=vasylstefany::c45fbd7cce120ff27c75891e7bdae297
http://journals.pu.if.ua/index.php/cmp/article/view/357

Про стабiлiзацiю iнтеграла Пуассона ультрапараболiчних рiвнянь

Autor: Malytska, H. P., Burtnyak, I. V.

Publikováno v: Carpathian Mathematical Publications; Vol 5, No 2 (2013); 290-297
Карпатские математические публикации; Vol 5, No 2 (2013); 290-297
Карпатські математичні публікації; Vol 5, No 2 (2013); 290-297

Stabilization of Poisson integral for Kolmogorov equations is studied. Such equations have three groups of variables with degeneration of parabolicity.
Исследуется стабилизация интеграла Пуассона для у

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=vasylstefany::4053a2ca49f50ab2404c298a981682fb
http://journals.pu.if.ua/index.php/cmp/article/view/195

Метод параметриксу для ультрапараболічних систем

Autor: Malytska, H. P., Burtnyak, I. V.

Publikováno v: Carpathian Mathematical Publications; Vol 2, No 2 (2010); 74-82
Карпатские математические публикации; Vol 2, No 2 (2010); 74-82
Карпатські математичні публікації; Vol 2, No 2 (2010); 74-82

We consider systems of ultraparabolic equations which generated equation of diffusion with inertia. Using the modified method Levy, we constructed the fundamental matrix of solutions of this system of Kolmogorov equations of second order, and got est

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=vasylstefany::e495d6d11c83e22400b088c36d95b7f0
http://journals.pu.if.ua/index.php/cmp/article/view/61