4 citations · 10 across the 5 of their papers we have counts for
5 papers
Stationary Distributions and Convergence for M/M/1 Queues in Interactive Random Environment
Yana Belopolskaya, Guodong Pang, Andrey Sarantsev +1
A Markovian single-server queue is studied in an interactive random environment. The arrival and service rates of the queue depend on the environment, while the transition dynamics…
Stochastic models for fully coupled systems of nonlinear parabolic equations
Yana Belopolskaya
We construct a probabilistic representation of a system of fully coupled parabolic equations arising as a model describing spatial segregation of interacting population species. We…
Probabilistic counterparts of nonlinear parabolic PDE systems
Ya. I. Belopolskaya
We extend the results of the FBSDE theory in order to construct a probabilistic representation of a viscosity solution to the Cauchy problem for a system of quasilinear parabolic e…
Models of Markov processes with a random transition mechanism
Y. Belopolskaya, Y. Suhov
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions.…
Generalized solutions of the Cauchy problem for the Navier-Stokes system and diffusion processes
S. Albeverio, Ya. Belopolskaya
We reduce the construction of a weak solution of the Cauchy problem for the Navier-Stokes system to the construction of a solution to a stochastic problem. Namely, we construct dif…