2 citations · 2 across the 5 of their papers we have counts for
5 papers
The small deviations of many-dimensional diffusion processes and rarefaction by boundaries
Vitalii A. Gasanenko
We lead the algorithm of expansion of sojourn probability of many-dimensional diffusion processes in small domain. The principal member of this expansion defines normalizing coeffi…
On invariance of domains with smooth boundaries with respect to stochastic differential equations
Vitalii A. Gasanenko
We prove constructible sufficient conditions of lack of exit by solutions of stochastic differential Ito's equations from domains with smooth boundaries
Limit raring proceses with apllication
Vitalii A. Gasanenko
This paper deals with study of the sufficient condition of approximation raring process with mixing by renewall process. We consider use the proved results to practice problem too
Limit theorems for number of diffusion processes which did not absorb by boundaries
Aniello Fedullo, Vitalii A. Gasanenko
We have random number of independent diffusion processes with absorption on boundaries in some region at initial time . The initial numbers and positions of processes in regio…
Limit theorems for rarefaction of set of diffusion processes by boundaries
Anielllo Fedullo, Vitalii A. Gasanenko
This paper is devoted to the study of the following problem. We have set of diffusion processes with absorption on boundaries in some region at initial time . It is required t…