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math.PR2011
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…
math.PR2011★ 4 cited
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.
math.PR2011★ 2 cited
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…