3 citations · 3 across the 6 of their papers we have counts for
7 papers
Indicator Random Processes and its Application for Modeling Open Stochastic Systems
Valery Doobko, Elena Karachanskaya
The authors present a method of indicator random processes, applicable to constructing models of jump processes associated with diffusion process. Indicator random processes are pr…
Constructing a solution to the characteristic equation for the Langevin diffusion model with orthogonal perturbations
V. A. Doobko, S. V. Zubarev, E. V. Karachanskaya
For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant…
The specificity of the particle dynamics if random perturbations are orthogonal to its velocity
V. A. Doobko
We explore properties the solution of Langevin equation when stochastic influence is orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for the…
Stochastic First Integrals, Kernel Functions for Integral Invariants and the Kolmogorov equations
Valery Doobko, Elena Karachanskaya
In this article the authors present stochastic first integrals (SFI), the generalized Itô-Wentzell formula and its application for obtaining the equations for SFI, for kernel funct…
The Stochastic First Integrals, Kernel Functions for Integral Invariants and the Kolmogorov equations
Valery Doobko, Elena Karachanskaya
In this article we present the stochastic first integrals (SFI), the generalized Itô-Wentzell formula and its application for obtaining the equations for SFI, for kernel functions…
On two approaches for obtain of the generalized Ito-Wentzell formula
Valery Doobko, Elena Karachanskaya
We consider two approaches for obtain of the generalized Ito-Wentzell formula: the first way uses the generalized Ito's formula; the second one is based on a concept of kernel func…