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math.DS2024
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…
math.DS2012
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…