Large deviations for one-dimensional SDE with discontinuous diffusion coefficient
Saved in:
| Date: | 2012 |
|---|---|
| Main Authors: | A. M. Kulik, D. D. Soboleva |
| Format: | Article |
| Language: | English |
| Published: |
2012
|
| Series: | Theory of Stochastic Processes |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000754234 |
| 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 | LibNASSimilar Items
Large deviation principle for one-dimensional SDEs with discontinuous coefficients
by: D. D. Sobolieva
Published: (2012)
by: D. D. Sobolieva
Published: (2012)
Large deviations principle for finite system of heavy diffusion particles
by: V. V. Konarovskyi
Published: (2014)
by: V. V. Konarovskyi
Published: (2014)
The logistic S.D.E.
by: J.-S. Giet, et al.
Published: (2015)
by: J.-S. Giet, et al.
Published: (2015)
A limit theorem for the number of sign changes for a sequence of one-dimensional diffusions
by: Kulik, A.M.
Published: (2008)
by: Kulik, A.M.
Published: (2008)
Inverse Scattering Problem for One-Dimensional Schrцdinger Equation with Discontinuity Conditions
by: H. M. Huseynov, et al.
Published: (2013)
by: H. M. Huseynov, et al.
Published: (2013)
Integral Transforms with Non-separated Variables and Discontinuous Coefficients
by: O. E. Yaremko
Published: (2013)
by: O. E. Yaremko
Published: (2013)
Integral Transforms with Non-separated Variables and Discontinuous Coefficients
by: Yaremko, O.E.
Published: (2013)
by: Yaremko, O.E.
Published: (2013)
Large deviation principle for processes with Poisson noise term
by: A. Logachov
Published: (2012)
by: A. Logachov
Published: (2012)
The spectral analysis of some not self-adjoint operator pencil with a discontinuous coefficient
by: G. D. Orudzhev, et al.
Published: (2014)
by: G. D. Orudzhev, et al.
Published: (2014)
Asymptotic formulas for probabilities of large deviations of ladder heights
by: Nagaev, S.V.
Published: (2008)
by: Nagaev, S.V.
Published: (2008)
On finding the coefficients of derivative in the string vibration equaion which has discontinuity
by: Z. R. Safarova
Published: (2019)
by: Z. R. Safarova
Published: (2019)
On Feller semigroups associated with one-dimensional diffusion processes with membranes
by: B. I. Kopytko, et al.
Published: (2016)
by: B. I. Kopytko, et al.
Published: (2016)
Approach of discontinuous functions by discontinuous splines on trapezes
by: O. M. Lytvyn, et al.
Published: (2011)
by: O. M. Lytvyn, et al.
Published: (2011)
Large deviations for impulsive processes of accumulation in a phase merging scheme
by: V. S. Koroliuk, et al.
Published: (2014)
by: V. S. Koroliuk, et al.
Published: (2014)
Weak convergence of a series scheme of Markov chains to the solution of a Levy driven SDE
by: T. I. Kosenkova
Published: (2012)
by: T. I. Kosenkova
Published: (2012)
Regularity of infinite dimensional heat dynamics of unbounded lattice spins with non-constant diffusion coefficients
by: Antoniouk, A.Val., et al.
Published: (2007)
by: Antoniouk, A.Val., et al.
Published: (2007)
On the large-deviation principle for the winding angle of a Brownian trajectory around the origin
by: V. A. Kuznetsov
Published: (2015)
by: V. A. Kuznetsov
Published: (2015)
The local principle of large deviations for solutions of Ito stochastic equations with quick drift
by: A. V. Logachjov
Published: (2015)
by: A. V. Logachjov
Published: (2015)
The Mixed Boundary-Value Problem for Linear Second-Order Nondivergent Parabolic Equations with Discontinuous Coefficients
by: A. F. Guliyev, et al.
Published: (2014)
by: A. F. Guliyev, et al.
Published: (2014)
Mixed boundary-value problem for linear second-order nondivergent parabolic equations with discontinuous coefficients
by: Guliyev, A.F., et al.
Published: (2014)
by: Guliyev, A.F., et al.
Published: (2014)
Large deviations for random evolutions with independent increments in a scheme of Levy approximation
by: I. V. Samoilenko
Published: (2015)
by: I. V. Samoilenko
Published: (2015)
On the formalization of dynamics in information processes on the basis of inhomogeneous one-dimensional diffusion models
by: E. V. Ivokhin, et al.
Published: (2019)
by: E. V. Ivokhin, et al.
Published: (2019)
On a first initial-boundary problem for an one-dimensional quasilinear fractional diffusion equation
by: M. V. Krasnoshchok
Published: (2016)
by: M. V. Krasnoshchok
Published: (2016)
Determination of the Lowest Coefficient for a One-Dimensional Parabolic Equation in a Domain with Free Boundary
by: H. A. Snitko
Published: (2013)
by: H. A. Snitko
Published: (2013)
Application of multiscale finite element method for solving the one-dimensional advection-diffusion problem
by: N. Spodar, et al.
Published: (2014)
by: N. Spodar, et al.
Published: (2014)
On large deviations of empirical estimates in a stochastic programming problem with nonstationary observations and continuous time
by: P. S. Knopov, et al.
Published: (2019)
by: P. S. Knopov, et al.
Published: (2019)
One-dimensional model of the diffusion process with a membrane that is described by the Feller–Wentzel conjugation condition
by: P. P. Kononchuk
Published: (2011)
by: P. P. Kononchuk
Published: (2011)
Properties of large deviations of empirical estimates in a stochastic optimization problem for a homogeneous random field
by: P. S. Knopov, et al.
Published: (2020)
by: P. S. Knopov, et al.
Published: (2020)
Large deviations of a correlogram estimator of the random noise covariance function in a nonlinear regression model
by: K. K. Moskvychova
Published: (2016)
by: K. K. Moskvychova
Published: (2016)
One-way information diffusion
by: V. Lernatovych
Published: (2012)
by: V. Lernatovych
Published: (2012)
On the theory of stability of discontinuous dynamical systems
by: A. A. Martyniuk
Published: (2023)
by: A. A. Martyniuk
Published: (2023)
Diffusion of coherent excitons in quasi-two-dimensional nanosystems
by: S. I. Pokutnij, et al.
Published: (2012)
by: S. I. Pokutnij, et al.
Published: (2012)
Alternative mechanisms of stochasticity in maps with discontinuities
by: Naydenov, S.V., et al.
Published: (2001)
by: Naydenov, S.V., et al.
Published: (2001)
Mueller polarimetry of discontinuous gold films
by: O. V. Makarenko, et al.
Published: (2019)
by: O. V. Makarenko, et al.
Published: (2019)
Diffusion coefficients in momentum for a relativistic electron beam in an undulator
by: Ognivenko, V.V.
Published: (2019)
by: Ognivenko, V.V.
Published: (2019)
On large deviations of empirical estimates in a stochastic programming problem for a homogeneous random field with a discrete parameter
by: P. S. Knopov, et al.
Published: (2021)
by: P. S. Knopov, et al.
Published: (2021)
Splenectomy in the treatment of diffuse large b cell lymphoma and its results
by: Yu. L. Yevstakhevych, et al.
Published: (2018)
by: Yu. L. Yevstakhevych, et al.
Published: (2018)
Estimation of the Accuracy of Finite-Element Petrov–Galerkin Method in Integrating the One-Dimensional Stationary Convection-Diffusion-Reaction Equation
by: S. V. Sirik
Published: (2015)
by: S. V. Sirik
Published: (2015)
Influence of the polarization of molecules of metal oxides on the diffusion coefficient in smoky plasmas
by: G. S. Dragan, et al.
Published: (2014)
by: G. S. Dragan, et al.
Published: (2014)
Influence of the polarization of molecules of metal oxides on the diffusion coefficient in smoky plasmas
by: G. S. Dragan, et al.
Published: (2014)
by: G. S. Dragan, et al.
Published: (2014)
Similar Items
-
Large deviation principle for one-dimensional SDEs with discontinuous coefficients
by: D. D. Sobolieva
Published: (2012) -
Large deviations principle for finite system of heavy diffusion particles
by: V. V. Konarovskyi
Published: (2014) -
The logistic S.D.E.
by: J.-S. Giet, et al.
Published: (2015) -
A limit theorem for the number of sign changes for a sequence of one-dimensional diffusions
by: Kulik, A.M.
Published: (2008) -
Inverse Scattering Problem for One-Dimensional Schrцdinger Equation with Discontinuity Conditions
by: H. M. Huseynov, et al.
Published: (2013)