22 citations · 35 across the 19 of their papers we have counts for
21 papers
Visitation measures for non-linear iterations with random perturbations
Andrey A. Dorogovtsev, Iryna Nishchenko
A sequence of non-linear iterations with non-identically distributed random perturbations is studied. The asymptotic behaviour of the sequence is described via its visitations meas…
Large deviation principle for generalized multiple intersection local times of multidimensional Brownian motion
Andrey A. Dorogovtsev, Naoufel Salhi
In this paper we consider examples of positive generalized Wiener functions and we establish a large deviation principle for the generalized multiple intersection local time of the…
Maximum principle for optimal control of interacting particle system: stochastic flow model
Andrey A. Dorogovtsev, Yuecai Han, Kateryna Hlyniana +1
In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by i…
Intermittency Phenomena for Mass Distributions of Stochastic Flows with Interaction
Andrey Dorogovtsev, Alexander Weiß
The intermittency phenomenon is the occurrence of very high but rare peaks, which despite their rarity influence the asymptotic behaviour of the underlying system. Mathematically t…
On a stationary random knot
Andrey A. Dorogovtsev
In this article the construction of a stationary random knot is proposed. The corresponding smooth random curve has no self-intersections in deterministic moments of time and chang…
On 1-point densities for Arratia flows with drift
A. A. Dorogovtsev, M. B. Vovchanskyi
We show that if drift coefficients of Arratia flows converge in or then the 1-point densities associated with these flows converge to the density for the f…