460 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- National Academy of Sciences of UkraineUA46 papers
- Bogolyubov Institute for Theoretical PhysicsUA36 papers
- Institute of PhysicsPL31 papers
- Taras Shevchenko National University of KyivUA21 papers
- Institute of MagnetismUA16 papers
- Institute for Information RecordingUA13 papers
- Clarkson UniversityUS12 papers
- FZU ‒ Institute of Physics of the Academy of Sciences of the Czech RepublicCZ12 papers
- Institute of MathematicsPL12 papers
- Frantsevich Institute for Problems in Materials ScienceUA11 papers
- Institute for Nuclear ResearchRU9 papers
- Johannes Gutenberg University MainzDE8 papers
3 papers · 2 filters
On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise
Andrey Pilipenko, Frank Norbert Proske
We study the limit behavior of differential equations with non-Lipschitz coefficients that are perturbed by a small self-similar noise. It is proved that the limiting process is eq…
A limit theorem for singular stochastic differential equations
Andrey Pilipenko, Yuriy Prykhodko
We study the weak limits of solutions to SDEs \[dX_n(t)=a_n\bigl(X_n(t)\bigr)\,dt+dW(t),\] where the sequence converges in some sense to $(c_- 1\mkern-4.5mu\mathrm{l}_{x<…
Forecasting of time data with using fractional Brownian motion
Valeria Bondarenko, Victor Bondarenko, Kiryl Truskovsky +1
We investigated the quality of forecasting of fractional Brownian motion, and new method for estimating of Hurst exponent is validated. Stochastic model of the time series in the f…