12 citations · 12 across the 5 of their papers we have counts for
4 papers · 1 filter
Lecture Notes on Stochastic Processes
Alexander Gasnikov, Eduard Gorbunov, Sergey Guz +3
This is lecture notes on the course "Stochastic Processes". In this format, the course was taught in the spring semesters 2017 and 2018 for third-year bachelor students of the Depa…
Steady state for the subcritical contact branching random walk on the lattice with the arbitrary number of offspring and with immigration
Elena Chernousova, Yaqin Feng, Stanislav Molchanov +1
We consider the subcritical contact branching random walk on Zd in continuous time with the arbitrary number of offspring and with immigration. We prove the existence of the steady…
Steady states of lattice population models with immigration
Elena Chernousova, Yaqin Feng, Stanislav Molchanov +1
We consider the time evolution of the lattice subcritical Galton-Watson model with immigration. We prove Carleman type estimation for the cumulants in the simple case (binary split…
Stochastic Analysis in Problems, part 1 (in Russian)
Nazar Buzun, Alexander Gasnikov, Fedor Goncharov +5
This book contains a large number of exercises related to different stochastic disciplines. Difficulty of the problems varies from the basic level in the first chapter up to the an…