2 papers
math.PR2025
Ergodic theorem for the differential equations with interaction
A. A. Dorogovtsev, K. Hlyniana, Suli Liu
For a differential equation with interaction, we investigate its ergodic properties. We apply the obtained results to study the limiting behavior of braid invariants associated wit…
math.OC2024
Optimal Filtering for Interacting Particle Systems
Andrey Dorogovtsev, Yuecai Han, Kateryna Hlyniana +1
In this paper, we study the optimal filtering problem for a interacting particle system generated by stochastic differential equations with interaction. By using Malliavin calculus…