88 citations
- Lomonosov Moscow State UniversityRU60 papers
- Centre National de la Recherche ScientifiqueFR14 papers
- Joint Institute for Nuclear ResearchRU9 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR7 papers
- P.N. Lebedev Physical Institute of the Russian Academy of SciencesRU7 papers
- Institute for Nuclear ResearchRU6 papers
- Université Paris CitéFR6 papers
- Gran Sasso Science InstituteIT5 papers
- Institut de Recherche sur les Lois Fondamentales de l'UniversFR5 papers
- Istituto Nazionale di Fisica Nucleare, Laboratori Nazionali del Gran SassoIT5 papers
- Istituto Nazionale di Fisica Nucleare, Laboratori Nazionali di FrascatiIT5 papers
- National Centre for Nuclear ResearchPL5 papers
Showing 2013 · math.PRShow all
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math.PR2013
On ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations
Oleg Butkovsky
We study ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations. For nonlinear Markov chains we obtain sufficient conditions for existence and uniquen…
math.PR2013★ 4 cited
Asymptotic Expansion of Gaussian Chaos via Probabilistic Approach
Enkelejd Hashorva, Dmitry Korshunov, Vladimir I. Piterbarg
For a centered -dimensional Gaussian random vector and a homogeneous function we derive asymptotic expansions for the tail of the Gaussian chao…