Buchumschlag

Limit theorem for coiuntable systems of stochastic differential equations

We consider infinite systems of stochastic differential equations used to describe the motion of interacting particles in random media. It is assumed that mass of each particle tends to zero and the density of particles infinitely increases in a proper way. It is proved that the sequence of the corr...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Datum:	2016
Hauptverfasser:	Pilipenko, A. Yu., Tantsiura, M. V., Пилипенко, А. Ю., Танцюра, М. В.
Format:	Artikel
Sprache:	Ukrainisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 2016
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/1927
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
Завантажити файл:

Institution

Ukrains’kyi Matematychnyi Zhurnal

Ähnliche Einträge

Limit theorem for coiuntable systems of stochastic differential equations
von: Yu. Pylypenko, et al.
Veröffentlicht: (2016)

Stroock–Varadhan Theorem for Flows Generated by Stochastic Differential Equations with Interaction
von: Pilipenko, A. Yu., et al.
Veröffentlicht: (2002)

Limit theorems for backward stochastic equations
von: Makhno, S.Ya., et al.
Veröffentlicht: (2008)

Limiting theorem for the parametrical stochastic operator systems
von: Butsan , G. P., et al.
Veröffentlicht: (1988)

Limit theorems for solutions of stochastic equations with periodic coefficients
von: Makhno, S. Ya., et al.
Veröffentlicht: (1995)

Support theorem on stochastic flows with interaction
von: Pilipenko, A.Yu.
Veröffentlicht: (2006)

Limit theorems for the solutions of linear boundary-value problems for systems of differential equations
von: O. B. Pelekhata, et al.
Veröffentlicht: (2019)

Limit theorems for the solutions of linear boundary-value problems for systems of differential equations
von: Pelekhata, O. B., et al.
Veröffentlicht: (2019)

On the existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process
von: Pilipenko, A. Yu., et al.
Veröffentlicht: (1997)

On the properties of an operator of stochastic differentiation constructed on a group
von: Pilipenko, A. Yu., et al.
Veröffentlicht: (1996)

Central limit theorem for stochastically additive functionals of ergodic chains
von: Moskal'tsova, N. V., et al.
Veröffentlicht: (1994)

Properties of the Flows Generated by Stochastic Equations with Reflection
von: Pilipenko, A. Yu., et al.
Veröffentlicht: (2005)

On the strong uniqueness of a solution to singular stochastic differential equations
von: O. V. Aryasova, et al.
Veröffentlicht: (2011)

A comonotonic theorem for backward stochastic differential equations in Lp and its applications
von: Zong, Z.J.
Veröffentlicht: (2012)

Limit theorem for multidimensional renewal equation
von: O. A. Yarova, et al.
Veröffentlicht: (2022)

Limited and periodical solutions of one differential equation and its stochastic analog in the Banach space
von: Gorodny , M. F., et al.
Veröffentlicht: (1991)

Stochastically Lipschitzian functions and limit theorems for functionals of shot noise processes
von: A. B. Ilienko, et al.
Veröffentlicht: (2011)

The limit stochastic equation changes type
von: Makhno, S.Ya.
Veröffentlicht: (2005)

A comonotonic theorem for backward stochastic differential equations in $L^p$ and its applications
von: Zong, Z.-J., et al.
Veröffentlicht: (2012)

Transfer of absolute continuity by a flow generated by a stochastic equation with reflection
von: Pilipenko, A. Yu., et al.
Veröffentlicht: (2006)

Qualitative Analysis of Systems of Itô Stochastic Differential Equations
von: Kulinich, G. L., et al.
Veröffentlicht: (2000)

Reachability and stability of invariant set of a system of stochastic differential equations
von: Denisova , I. Yu., et al.
Veröffentlicht: (1992)

Yamada-Watanabe theorem for stochastic evolution equations in infinite dimensions
von: Röckner, M., et al.
Veröffentlicht: (2008)

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

Stochastic Flow and Noise Associated with the Tanaka Stochastic Differential Equation
von: Watanabe, S., et al.
Veröffentlicht: (2000)

Stochastic differential equations on imbedded manifolds
von: Gikhman, I. I., et al.
Veröffentlicht: (1995)

Infinite systems of stochastic differential equations and some lattice models on compact Riemannian manifolds
von: Daletskii, A. Yu., et al.
Veröffentlicht: (1997)

Stochastic differential equation in a random environment
von: Ja. Makhno, et al.
Veröffentlicht: (2017)

Solution of stochastic differential equation for control problem
von: K. G. Dzjubenko
Veröffentlicht: (2015)

Asymptotic stability of solutions of systems of stochastic differential equations in the critical case
von: Yurchenko, I. V., et al.
Veröffentlicht: (1995)

Integral approximation of stochastic differential equations with anticipating initial conditions
von: Kulik, A. M., et al.
Veröffentlicht: (1995)

Infinite systems of stochastic differential equations and some lattice models on compact Riemannian manifolds
von: Albeverio, S., et al.
Veröffentlicht: (1997)

Investigation of the Cauchy problem for stochastic partial differential equations
von: Perun, H. M., et al.
Veröffentlicht: (1993)

Stochastic differential equations with interaction and the law of iterated logarithm
von: M. P. Lagunova
Veröffentlicht: (2012)

Limit theorems for conditional distributions with regard for large deviations
von: Zaigraev, A. Yu., et al.
Veröffentlicht: (1999)

Viability of solutions of many-dimensional stochastic differential equations
von: Gasanenko, V. A., et al.
Veröffentlicht: (1997)

Stochastic Stability of Processes Determined by Poisson Differential Equations with Delay
von: Svishchuk, A. V., et al.
Veröffentlicht: (2002)

On the Application of the Averaging Principle in Stochastic Differential Equations of Hyperbolic Type
von: Kolomiyets, V. G., et al.
Veröffentlicht: (2003)

Girsanov theorem for stochastic flows with interaction
von: Malovichko, T. V., et al.
Veröffentlicht: (2009)

On the φ-asymptotic behaviour of solutions of stochastic differential equations
von: Buldygin, V.V., et al.
Veröffentlicht: (2008)