Cover Image

On approximations of the point measures associated with the Brownian web by means of the fractional step method and the discretization of the initial interval

Saved in:

Bibliographic Details
Date:	2020
Main Authors:	A. A. Dorogovtsev, M. B. Vovchanskii
Format:	Article
Language:	English
Published:	2020
Series:	Ukrainian Mathematical Journal
Online Access:	http://jnas.nbuv.gov.ua/article/UJRN-0001154743
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Library portal of National Academy of Sciences of Ukraine \| LibNAS

Institution

Library portal of National Academy of Sciences of Ukraine | LibNAS

Similar Items

On approximations of the point measures associated with the Brownian web by means of the fractional step method and the discretization of the initial interval
by: Dorogovtsev, A. A., et al.
Published: (2020)

Interval estimation of the fractional Brownian motion parameter in a model with measurement error
by: O. O. Synyavska
Published: (2016)

On self-intersection local times for generalized Brownian bridges and the distance between step functions
by: A. A. Dorogovtsev, et al.
Published: (2015)

Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions
by: Banna, O., et al.
Published: (2008)

Correlated Brownian Motions as an Approximation to Deterministic Mean-Field Dynamics
by: Kotelenez, P., et al.
Published: (2005)

Step by Step Perturbation of Discrete Models of Immunology
by: S. V. Baranovskyi, et al.
Published: (2022)

Fractional Brownian motion in financial engineering models
by: V. S. Yanishevskyi, et al.
Published: (2023)

One-sided approximation of a step by algebraic polynomials in the mean
by: Motornaya, O. V., et al.
Published: (2010)

Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions
by: Krvavich, Yu. V., et al.
Published: (2001)

On One-Sided Approximation of Functions with Regard for the Location of a Point on an Interval
by: Motornyi, V. P., et al.
Published: (2002)

An isonormal process associated with a Brownian motion
by: A. A. Dorohovtsev, et al.
Published: (2022)

Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations
by: Ral’chenko, K. V., et al.
Published: (2010)

Step-by-step averaging for linear differential inclusions of variable dimension over a bounded interval
by: A. A. Plotnikov
Published: (2017)

Nonlinear Brownian motion – mean square displacement
by: Ebeling, W.
Published: (2004)

The generalization of the quantile hedging problem for price process model involving finite number of Brownian and fractional Brownian motions
by: Bratyk, M., et al.
Published: (2008)

On a problem of system identification with additive fractional Brownian field
by: E. N. Derieva, et al.
Published: (2016)

On differentiability of solution to stochastic differential equation with fractional Brownian motion
by: Mishura, Yu.S., et al.
Published: (2007)

Approximation of measurable periodic functions in measure by step functions
by: Pichugov, S. A., et al.
Published: (1996)

Approximation of Smooth Functions by Weighted Means of N-Point Padé Approximants
by: Gilewicz, J., et al.
Published: (2013)

Approximation of Smooth Functions by Weighted Means of N-Point Padé Approximants
by: Jedynak, R., et al.
Published: (2013)

Synchronization of discrete dynamical systems by the sampling step
by: M. O. Zinchuk, et al.
Published: (2014)

Ruin probability for generalized φ-sub-Gaussian fractional Brownian motion
by: Yamnenko, R.
Published: (2006)

The problem of a discrete Markov diffusion abandoning an interval
by: D. V. Koroljuk
Published: (2016)

Approximation of Smooth Functions by Weighted Means of N-Point Padй Approximants
by: R. Jedynak, et al.
Published: (2013)

Approximation in the mean of classes of functions with fractional derivatives by their Abel–Poisson integrals
by: T. V. Zhigallo
Published: (2019)

Generalized two-parameter Lebesgue-Stieltjes integrals and their applications to fractional Brownian fields
by: Il'chenko, S. A., et al.
Published: (2004)

Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1])
by: Kozachenko, Y., et al.
Published: (2006)

Piecewise-linear approximation of the potential relief of a brownian motors
by: T. E. Korochkova
Published: (2017)

Analytical solution of the associative mean spherical approximation for the ion-dipole model
by: Holovko, M.F., et al.
Published: (1998)

The application of the associative mean spherical approximation in the theory of nonaqueous electrolyte solutions
by: Barthel, J., et al.
Published: (2000)

Magic efficiency of approximation of smooth functions by weighted means of two $N$-point Padé approximants
by: Gilewicz, J., et al.
Published: (2018)

The length of the interval of indeterminacy for the estimate of multiple change-points
by: Shurenkov, G.
Published: (2007)

Weak convergence of integral functionals of random walks weakly convergent to fractional Brownian motion
by: Mishura, Yu. S., et al.
Published: (2007)

On Robust Stabilization of Bilinear Systems under Interval Initial Conditions
by: A. A. Martynjuk, et al.
Published: (2017)

On Stabilization of Motion of the Nonlinear System under the Interval Initial Conditions
by: E. A. Babenko, et al.
Published: (2016)

Magic efficiency of approximation of smooth functions by weighted means of two N-point Padй approximants
by: R. Jedynak, et al.
Published: (2018)

Classification of means and methods of the Web semantic retrieval
by: Yu. V. Rohushyna
Published: (2017)

Classification of means and methods of the Web semantic retrieval
by: Rogushina, J.V.
Published: (2018)

Generalization of Point Interpolation Assessments of the Project Approximation of Functions, what Have a Fractional Derivative
by: Петрова, Тамара Олександрівна, et al.
Published: (2019)

Generalization of Point Interpolation Assessments of the Project Approximation of Functions, What Have a Fractional Derivative
by: T. O. Petrova, et al.
Published: (2019)