activity
20152022
most citedCompositions of Poisson and Gamma processes

12 citations · 12 across the 4 of their papers we have counts for

collaborators

7 papers

math.PR2022

Investigation of Airy equations with random initial conditions

Lyudmyla Sakhno

The paper investigates properties of mean-square solutions to the Airy equation with random initial data given by stationary processes. The result on the modulus of continiuty of t…

math.PR2021

Models of space-time random fields on the sphere

Mirko D'Ovidio, Enzo Orsingher, Lyudmyla Sakhno

We study general models of random fields associated with non-local equations in time and space. We discuss the properties of the corresponding angular power spectrum and find asymp…

math.PR2020

Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions

Yuriy Kozachenko, Enzo Orsingher, Lyudmyla Sakhno +1

In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random in…

math.PR2018

Properties of Poisson processes directed by compound Poisson-Gamma subordinators

Khrystyna Buchak, Lyudmyla Sakhno

In the paper we consider time-changed Poisson processes where the time is expressed by compound Poisson-Gamma subordinators and derive the expressions for their hitting t…

math.PR2018

Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions

Yu. Kozachenko, E. Orsingher, L. Sakhno +1

In the present paper we continue the investigation of solutions to higher-order heat-type equations with random initial conditions, which play the important role in many applied ar…

math.PR201712 cited

Compositions of Poisson and Gamma processes

Khrystyna Buchak, Lyudmyla Sakhno

In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or…