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pro vyhledávání: '"Samoilenko, Igor V."'
Autor:
Samoilenko, Igor V.
We study Markovian symmetry and non-symmetry random evolutions in $\mathbf{R}^n$. Weak convergence of Markovian symmetry random evolution to Wiener process and of Markovian non-symmetry random evolution to a diffusion process with drift is proved usi
Externí odkaz:
http://arxiv.org/abs/1112.6242
Autor:
Samoilenko, Igor V.
In the work asymptotic analysis of the problem of large deviations for random evolutions with independent increments in the circuit of L\'{e}vy approximation is carried out. Large deviations for random evolutions in the circuit of Levy approximation
Externí odkaz:
http://arxiv.org/abs/1112.6239
Publikováno v:
In Comptes rendus - Mathématique July 2016 354(7):723-728
Publikováno v:
Annals of the University of Craiova. Mathematics & Computer Science Series; Jun2020, Vol. 47 Issue 1, p141-157, 17p
Autor:
Samoilenko, Igor V.
Publikováno v:
Random Operators & Stochastic Equations; Jun2015, Vol. 23 Issue 2, p137-149, 13p
Publikováno v:
Modern Stochastics & Applications; 2014, p203-219, 17p