4 citations · 10 across the 10 of their papers we have counts for
11 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…
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…
"The direct approach" for a proof of the generalized Ito-Wentzell formula for a generalized stochastic differential equation
Elena V. Karachanskaya
This paper is complete proof of one method for obtaining the generalized Ito-Wentzell formula, its basic idea was announced earlier in a pre-print (arXiv:1309.3038v1). This proof s…
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…
Dynamics of random chains of finite size with an infinite number of elements in
Elena V. Karachanskaya
This article studies the dynamics of a finite chain with infinite components. The equation which permits us to find the probability distribution of the chain length is constructed…
The construction of the program control with probability one for stochastic dynamic systems with jumps
Elena Karachanskaya
Investigate the stochastic dynamic non-linear system with the Wiener and the Poisson perturbations. For such systems we construct the program control with probability one, which al…
On a generalization of the Itô-Wentzell formula for system of generalized Itô's SDE and the stochastic first integral
Elena V. Karachanskaya
Generalization of the Itô-Wentzell formula for the generalized Itô's SDE (Itô's GSDE) system with a non-centered measure is constructed on the basis of the stochastic kernel of int…
Construction of program control with probability one for a dynamical system with Poisson perturbations
Elena V. Karachanskaya
In article we construct the program control with probability one for a dynamical system with Poisson perturbations.
On a generalization of the Itô-Wentzel formula for system of generalized Itô's SDEs and the stochastic first integral
Elena V. Karachanskaya
Generalization of the Itô-Wentzel formula for the generalized Itô's SDEs (Itô's GSDEs) system with not centered measure is constructed. This construction is based on the basis of t…